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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, June 19, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   432,390:   117,175    134,056     59,161    228,076    187,500    404,412    380,717:    27,978     51,673
Old  :   394,493:   105,463    129,061     46,461    216,036    173,435    367,960    348,957:    26,533     45,536
Other:    37,897:    16,031      9,314      8,381     12,040     14,065     36,452     31,760:     1,445      6,137
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :     7,286:       494      3,907     -1,379      8,367      6,567      7,482      9,095:      -196     -1,809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       31.0       13.7       52.7       43.4       93.5       88.0:       6.5       12.0
Old  :     100.0:      26.7       32.7       11.8       54.8       44.0       93.3       88.5:       6.7       11.5
Other:     100.0:      42.3       24.6       22.1       31.8       37.1       96.2       83.8:       3.8       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       361:       103        133        116         79        107        252        295:
Old  :       357:       109        129        108         77        105        245        286:
Other:       130:        12         45         11         25         63         45        113:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       15.8       34.5       25.2       19.5       13.0       32.2       21.3
Old  :                 22.7       15.6       37.0       25.3       21.1       14.2       34.7       23.5
Other:                 69.8       39.4       83.1       51.0       50.0       17.9       58.8       27.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, June 19, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,117,515:   274,943    169,579    164,037    547,808    554,152    986,788    887,768:   130,727    229,747
Old  :   520,983:   195,758    117,474     41,073    227,996    275,599    464,827    434,146:    56,156     86,837
Other:   596,532:   170,953    143,873     31,196    319,812    278,553    521,961    453,622:    74,571    142,910
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -39,997:    10,884        248    -20,972    -31,736    -15,490    -41,824    -36,214:     1,827     -3,783
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       15.2       14.7       49.0       49.6       88.3       79.4:      11.7       20.6
Old  :     100.0:      37.6       22.5        7.9       43.8       52.9       89.2       83.3:      10.8       16.7
Other:     100.0:      28.7       24.1        5.2       53.6       46.7       87.5       76.0:      12.5       24.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       656:       156        160        195        205        283        479        538:
Old  :       567:       144        125         88        163        233        352        404:
Other:       587:       129        146         89        143        247        335        430:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.6       11.8       23.6       17.9       13.6        8.9       22.8       13.9
Old  :                 16.9       20.3       26.6       27.6       16.9       19.2       26.5       26.3
Other:                 17.5       11.8       30.2       17.5       17.4       11.6       29.6       17.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, June 19, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    11,529:     2,590      2,666        182      6,809      6,762      9,581      9,610:     1,948      1,919
Old  :    11,529:     2,590      2,666        182      6,809      6,762      9,581      9,610:     1,948      1,919
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :      -108:       111        121         55         -7         51        159        227:      -267       -335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       23.1        1.6       59.1       58.7       83.1       83.4:      16.9       16.6
Old  :     100.0:      22.5       23.1        1.6       59.1       58.7       83.1       83.4:      16.9       16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        15         13          5         15         10         32         27:
Old  :        46:        15         13          5         15         10         32         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       56.8       53.6       69.7       25.9       52.9       44.1       61.3
Old  :                 32.9       56.8       53.6       69.7       25.9       52.9       44.1       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, June 19, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   783,333:   282,996     49,355    141,972    285,469    502,740    710,437    694,067:    72,896     89,266
Old  :   189,505:   103,226     21,782     11,630     56,002    136,303    170,858    169,715:    18,647     19,790
Other:   593,828:   211,138     58,941     98,974    229,467    366,437    539,579    524,352:    54,249     69,476
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :    11,605:    -2,358     -2,073     10,668     -2,137      2,520      6,173     11,115:     5,432        490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1        6.3       18.1       36.4       64.2       90.7       88.6:       9.3       11.4
Old  :     100.0:      54.5       11.5        6.1       29.6       71.9       90.2       89.6:       9.8       10.4
Other:     100.0:      35.6        9.9       16.7       38.6       61.7       90.9       88.3:       9.1       11.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       596:       239         99        194        172        205        500        439:
Old  :       451:       157         83         62        100        160        284        282:
Other:       553:       200        114        158        145        193        429        398:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.4       22.5       18.7       32.5        8.8       18.6       14.8       26.7
Old  :                 24.2       30.8       34.3       43.0       24.1       30.1       33.1       41.4
Other:                 11.3       23.7       20.1       31.0       11.0       19.4       18.0       26.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, June 19, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   377,621:    83,997    103,470     54,698    206,019    185,691    344,714    343,859:    32,907     33,762
Old  :   176,354:    54,363     58,114     11,228     96,780     88,956    162,371    158,298:    13,983     18,056
Other:   201,267:    48,157     63,879     24,947    109,239     96,735    182,343    185,561:    18,924     15,706
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -15,488:       888       -524    -10,572     -7,557     -2,089    -17,241    -13,185:     1,753     -2,303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       27.4       14.5       54.6       49.2       91.3       91.1:       8.7        8.9
Old  :     100.0:      30.8       33.0        6.4       54.9       50.4       92.1       89.8:       7.9       10.2
Other:     100.0:      23.9       31.7       12.4       54.3       48.1       90.6       92.2:       9.4        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:        79         83         97         75         70        211        219:
Old  :       234:        74         65         49         65         59        163        155:
Other:       222:        66         67         48         60         51        153        150:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       17.3       30.7       25.9       15.6       12.5       22.6       19.7
Old  :                 33.8       18.3       43.1       29.5       33.8       17.6       42.4       27.6
Other:                 19.3       22.0       33.8       33.8       17.6       16.0       30.3       26.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, June 19, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   649,558:    82,269     37,859      5,633    410,140    479,321    498,042    522,813:   151,516    126,745
Old  :   649,558:    82,269     37,859      5,633    410,140    479,321    498,042    522,813:   151,516    126,745
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -27,293:   -17,556     -9,090         55    -15,547    -20,410    -33,048    -29,445:     5,755      2,152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        5.8        0.9       63.1       73.8       76.7       80.5:      23.3       19.5
Old  :     100.0:      12.7        5.8        0.9       63.1       73.8       76.7       80.5:      23.3       19.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        32         24          9         76         78        113        106:
Old  :       163:        32         24          9         76         78        113        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       17.3       37.4       30.6       24.1       17.1       33.3       29.6
Old  :                 26.0       17.3       37.4       30.6       24.1       17.1       33.3       29.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, June 19, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   345,539:    45,044     21,523        460    236,634    269,665    282,138    291,648:    63,401     53,891
Old  :   345,539:    45,044     21,523        460    236,634    269,665    282,138    291,648:    63,401     53,891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -11,296:     1,665      5,323     -7,362        -10    -11,517     -5,707    -13,556:    -5,589      2,260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        6.2        0.1       68.5       78.0       81.7       84.4:      18.3       15.6
Old  :     100.0:      13.0        6.2        0.1       68.5       78.0       81.7       84.4:      18.3       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:         7          6          3         37         41         45         49:
Old  :        67:         7          6          3         37         41         45         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       42.3       47.3       53.4       29.1       41.5       41.5       51.8
Old  :                 30.2       42.3       47.3       53.4       29.1       41.5       41.5       51.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, June 19, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    10,309:     1,748        205        899      7,226      8,832      9,873      9,936:       436        373
Old  :    10,309:     1,748        205        899      7,226      8,832      9,873      9,936:       436        373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :      -987:       -60         46       -116       -850       -953     -1,026     -1,023:        39         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        2.0        8.7       70.1       85.7       95.8       96.4:       4.2        3.6
Old  :     100.0:      17.0        2.0        8.7       70.1       85.7       95.8       96.4:       4.2        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         5          3          5         23         24         30         31:
Old  :        37:         5          3          5         23         24         30         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.2       52.9       64.3       70.6       20.5       26.9       30.9       33.4
Old  :                 45.2       52.9       64.3       70.6       20.5       26.9       30.9       33.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, June 19, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   259,367:   100,578      9,295     31,443     81,195    192,833    213,216    233,571:    46,151     25,796
Old  :   113,126:    57,474      5,000      3,100     31,095     91,298     91,669     99,398:    21,457     13,728
Other:   146,241:    54,717     15,908     16,730     50,100    101,535    121,547    134,173:    24,694     12,068
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :    15,144:     7,436     -1,879      9,904     -3,362      4,843     13,978     12,868:     1,166      2,276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8        3.6       12.1       31.3       74.3       82.2       90.1:      17.8        9.9
Old  :     100.0:      50.8        4.4        2.7       27.5       80.7       81.0       87.9:      19.0       12.1
Other:     100.0:      37.4       10.9       11.4       34.3       69.4       83.1       91.7:      16.9        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:       101         19         61         72         79        198        151:
Old  :       188:        83         14         31         57         69        146        109:
Other:       188:        61         43         43         59         52        148        114:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.1       32.2       18.1       45.4        9.0       28.1       15.7       38.8
Old  :                 15.2       28.9       25.0       45.0       14.2       26.2       22.8       39.5
Other:                 13.6       37.5       24.6       51.6       13.5       33.7       23.3       44.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, June 19, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    16,051:     3,723      6,564      1,753      8,037      5,484     13,513     13,801:     2,538      2,250
Old  :     6,261:     2,812      4,247          5      2,214      1,158      5,031      5,410:     1,230        851
Other:     9,790:     2,434      3,840        225      5,823      4,326      8,482      8,391:     1,308      1,399
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :       296:        25       -110        500       -177          7        348        397:       -52       -101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       40.9       10.9       50.1       34.2       84.2       86.0:      15.8       14.0
Old  :     100.0:      44.9       67.8        0.1       35.4       18.5       80.4       86.4:      19.6       13.6
Other:     100.0:      24.9       39.2        2.3       59.5       44.2       86.6       85.7:      13.4       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        24         22         19         27         16         61         54:
Old  :        62:        24         17          1         16          5         41         22:
Other:        67:        15         24          7         17         14         37         42:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       31.7       43.6       45.3       30.3       29.2       41.9       42.1
Old  :                 24.8       42.4       37.5       69.2       24.8       42.3       37.5       69.1
Other:                 46.1       37.9       63.7       53.1       46.1       36.9       62.8       52.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, June 19, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   912,151:   218,013    181,519     19,859    542,205    632,120    780,077    833,498:   132,074     78,653
Old  :   912,151:   218,013    181,519     19,859    542,205    632,120    780,077    833,498:   132,074     78,653
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -68,607:   -24,777       -126      2,015    -44,697    -71,083    -67,459    -69,194:    -1,148        587
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       19.9        2.2       59.4       69.3       85.5       91.4:      14.5        8.6
Old  :     100.0:      23.9       19.9        2.2       59.4       69.3       85.5       91.4:      14.5        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:        42         34         17        103         93        153        136:
Old  :       213:        42         34         17        103         93        153        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.7       36.2       28.0       46.7       14.1       32.5       23.2       41.3
Old  :                 15.7       36.2       28.0       46.7       14.1       32.5       23.2       41.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, June 19, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,759,586:   273,224    296,221     24,249  1,185,613  1,145,893  1,483,086  1,466,363:   276,500    293,223
Old  : 1,759,586:   273,224    296,221     24,249  1,185,613  1,145,893  1,483,086  1,466,363:   276,500    293,223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -44,524:    58,014    -14,374     -3,041    -82,785    -32,920    -27,812    -50,335:   -16,712      5,811
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       16.8        1.4       67.4       65.1       84.3       83.3:      15.7       16.7
Old  :     100.0:      15.5       16.8        1.4       67.4       65.1       84.3       83.3:      15.7       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       262:        31         67         22        101        133        146        208:
Old  :       262:        31         67         22        101        133        146        208:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       20.7       44.5       29.1       29.1       18.2       39.4       25.3
Old  :                 32.7       20.7       44.5       29.1       29.1       18.2       39.4       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, June 19, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,115,987:   189,449    143,228      5,774    700,645    731,718    895,868    880,720:   220,119    235,267
Old  : 1,115,987:   189,449    143,228      5,774    700,645    731,718    895,868    880,720:   220,119    235,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -18,257:     1,767      2,401       -952    -13,158     -7,528    -12,343     -6,079:    -5,914    -12,178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       12.8        0.5       62.8       65.6       80.3       78.9:      19.7       21.1
Old  :     100.0:      17.0       12.8        0.5       62.8       65.6       80.3       78.9:      19.7       21.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        36         26         10         80         91        122        121:
Old  :       187:        36         26         10         80         91        122        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       20.1       32.3       29.5       18.0       18.6       29.5       27.3
Old  :                 19.6       20.1       32.3       29.5       18.0       18.6       29.5       27.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, June 19, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   515,363:    22,919     66,801     82,849    386,480    317,132    492,248    466,782:    23,115     48,581
Old  :   515,363:    22,919     66,801     82,849    386,480    317,132    492,248    466,782:    23,115     48,581
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :    17,701:    -1,628      6,199      2,117     15,496     11,909     15,985     20,225:     1,716     -2,524
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       13.0       16.1       75.0       61.5       95.5       90.6:       4.5        9.4
Old  :     100.0:       4.4       13.0       16.1       75.0       61.5       95.5       90.6:       4.5        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        18         19         28         50         53         81         90:
Old  :        95:        18         19         28         50         53         81         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       26.0       52.9       41.9       32.5       18.9       37.2       28.5
Old  :                 43.3       26.0       52.9       41.9       32.5       18.9       37.2       28.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, June 19, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    38,715:     9,785      7,545        158     22,432     26,752     32,374     34,454:     6,341      4,261
Old  :    38,715:     9,785      7,545        158     22,432     26,752     32,374     34,454:     6,341      4,261
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -50,066:    -1,324      1,713     -5,887    -37,248    -40,076    -44,458    -44,250:    -5,608     -5,816
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       19.5        0.4       57.9       69.1       83.6       89.0:      16.4       11.0
Old  :     100.0:      25.3       19.5        0.4       57.9       69.1       83.6       89.0:      16.4       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        20         12          4         29         24         50         39:
Old  :        80:        20         12          4         29         24         50         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       41.3       47.3       59.8       29.4       41.3       47.2       59.5
Old  :                 29.4       41.3       47.3       59.8       29.4       41.3       47.2       59.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, June 19, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    77,430:    19,569     15,089        316     44,863     53,503     64,748     68,908:    12,682      8,522
Old  :    77,430:    19,569     15,089        316     44,863     53,503     64,748     68,908:    12,682      8,522
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -52,291:      -949     -3,280     -2,503    -43,720    -45,762    -47,172    -51,545:    -5,119       -746
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       19.5        0.4       57.9       69.1       83.6       89.0:      16.4       11.0
Old  :     100.0:      25.3       19.5        0.4       57.9       69.1       83.6       89.0:      16.4       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        20         12          4         29         24         50         39:
Old  :        80:        20         12          4         29         24         50         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       41.3       47.3       59.8       29.4       41.3       47.2       59.5
Old  :                 29.4       41.3       47.3       59.8       29.4       41.3       47.2       59.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, June 19, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    10,591:     4,586      6,532      3,336      2,557        616     10,479     10,484:       112        107
Old  :    10,591:     4,586      6,532      3,336      2,557        616     10,479     10,484:       112        107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :     2,368:      -238       -385      2,632         55        116      2,449      2,363:       -81          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.3       61.7       31.5       24.1        5.8       98.9       99.0:       1.1        1.0
Old  :     100.0:      43.3       61.7       31.5       24.1        5.8       98.9       99.0:       1.1        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         8         10          5          3          3         13         16:
Old  :        22:         8         10          5          3          3         13         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.6       73.0       91.4       90.6       45.5       50.1       63.8       63.5
Old  :                 68.6       73.0       91.4       90.6       45.5       50.1       63.8       63.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, June 19, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :     9,430:     1,510      2,248         45      7,674      7,070      9,229      9,363:       201         67
Old  :     9,430:     1,510      2,248         45      7,674      7,070      9,229      9,363:       201         67
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :    -3,089:       -43       -862     -2,104       -736         65     -2,883     -2,901:      -206       -188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       23.8        0.5       81.4       75.0       97.9       99.3:       2.1        0.7
Old  :     100.0:      16.0       23.8        0.5       81.4       75.0       97.9       99.3:       2.1        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         7          7          1          6         10         13         18:
Old  :        29:         7          7          1          6         10         13         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.6       69.0       93.5       86.7       79.6       69.0       93.5       86.6
Old  :                 79.6       69.0       93.5       86.7       79.6       69.0       93.5       86.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, June 19, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :     9,308:     2,060      1,649          0      6,961      7,612      9,021      9,261:       287         47
Old  :     9,308:     2,060      1,649          0      6,961      7,612      9,021      9,261:       287         47
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :    -2,065:       257       -144       -461     -1,894     -1,375     -2,098     -1,980:        33        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       17.7        0.0       74.8       81.8       96.9       99.5:       3.1        0.5
Old  :     100.0:      22.1       17.7        0.0       74.8       81.8       96.9       99.5:       3.1        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         8          7          0          3         14         11         21:
Old  :        31:         8          7          0          3         14         11         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 86.8       58.4       95.4       78.0       86.8       58.4       95.4       78.0
Old  :                 86.8       58.4       95.4       78.0       86.8       58.4       95.4       78.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated June 22, 2012