```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      541,794
COMMITMENTS
 121,846   88,461  149,100  236,640  250,155  507,586  487,716   34,208   54,079

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     32,042)
  -1,452   -9,156   30,130    1,629   11,056   30,306   32,030    1,736       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     16.3     27.5     43.7     46.2     93.7     90.0      6.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
     120      129      144       79      120      287      317
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,595,468
COMMITMENTS
 283,120   78,602  495,410  631,673  768,698  1410203  1342710  185,265  252,758

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     86,393)
  16,499  -39,067   67,194   -1,987   70,570   81,706   98,697    4,687  -12,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      4.9     31.1     39.6     48.2     88.4     84.2     11.6     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      723)
     204      134      234      251      347      557      623
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,756
COMMITMENTS
   2,491      248      384    5,030    7,920    7,905    8,552    1,851    1,204

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -404)
     468   -1,146       18     -742    1,165     -257       37     -148     -442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5      2.5      3.9     51.6     81.2     81.0     87.7     19.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      15        5        6       14       12       31       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,105,822
COMMITMENTS
 300,443   45,104  372,725  348,826  592,665  1021994  1010494   83,828   95,328

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     59,135)
  23,287     -688   40,773   -2,375   23,648   61,685   63,733   -2,550   -4,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2      4.1     33.7     31.5     53.6     92.4     91.4      7.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      640)
     264      125      246      185      222      557      503
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      391,287
COMMITMENTS
  58,182   88,034   89,513  208,960  181,942  356,656  359,489   34,632   31,798

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -7,796)
   1,848   -7,972    1,000  -10,671    2,895   -7,823   -4,077       27   -3,719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     22.5     22.9     53.4     46.5     91.1     91.9      8.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      70       92      102       79       77      211      225
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      730,614
COMMITMENTS
  76,958   40,337   58,627  423,378  496,173  558,963  595,137  171,651  135,477

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -2,003)
   2,268    2,202   -3,424     -449    2,005   -1,605      783     -398   -2,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      5.5      8.0     57.9     67.9     76.5     81.5     23.5     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      30       26       34       86       91      135      132
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      348,086
COMMITMENTS
  46,504   21,957      492  236,550  278,985  283,547  301,434   64,540   46,652

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -485)
     746   -2,102      -13    1,738    4,614    2,471    2,500   -2,955   -2,984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      6.3      0.1     68.0     80.1     81.5     86.6     18.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       7        6        5       34       44       44       52
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,066
COMMITMENTS
   1,183      124    1,481    7,898    9,164   10,562   10,769      504      297

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        508)
  -1,367      -72      650    1,133       22      416      600       92      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      1.1     13.4     71.4     82.8     95.4     97.3      4.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        2        5       23       24       32       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      311,999
COMMITMENTS
  95,017    5,115   74,213   92,434  201,395  261,664  280,724   50,335   31,276

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -499)
  -2,790   -2,064    6,187   -2,713   -5,028      684     -905   -1,183      406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5      1.6     23.8     29.6     64.5     83.9     90.0     16.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
     100       23       77       74       80      217      162
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,684
COMMITMENTS
   2,950    5,256    1,095    7,296    5,688   11,342   12,040    2,342    1,644

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,792)
     -25     -673     -354   -1,034     -385   -1,413   -1,412     -379     -379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     38.4      8.0     53.3     41.6     82.9     88.0     17.1     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      17       24       15       26       14       55       44
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      839,475
COMMITMENTS
 192,093  177,809   35,794  484,330  535,058  712,216  748,660  127,259   90,815

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -88,727)
 -27,378  -30,901   -4,474  -68,518  -65,388 -100,370 -100,763   11,643   12,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9     21.2      4.3     57.7     63.7     84.8     89.2     15.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      41       40       27      101       97      156      150
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,126,356
COMMITMENTS
 226,468  251,651  196,804  1388291  1359409  1811563  1807864  314,793  318,492

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     53,036)
   2,204   19,689    6,564   48,259   31,435   57,027   57,688   -3,991   -4,652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     11.8      9.3     65.3     63.9     85.2     85.0     14.8     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      40       54       56      125      146      193      228
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,221,354
COMMITMENTS
 235,055  162,302   58,018  699,374  767,480  992,448  987,800  228,906  233,554

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     10,772)
  56,061   23,977    6,829  -64,823      629   -1,933   31,436   12,705  -20,664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     13.3      4.8     57.3     62.8     81.3     80.9     18.7     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      34       34       29       91      103      140      151
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      527,184
COMMITMENTS
  26,073   64,915  110,277  366,477  308,819  502,827  484,011   24,357   43,173

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -61,204)
  -3,899    3,862  -22,452  -32,252  -38,752  -58,604  -57,342   -2,600   -3,861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9     12.3     20.9     69.5     58.6     95.4     91.8      4.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      18       23       31       49       53       85       91
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       46,893
COMMITMENTS
  15,714    5,109      376   23,168   37,219   39,258   42,704    7,635    4,189

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        259)
  -2,376      111       79    2,083        7     -214      196      473       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5     10.9      0.8     49.4     79.4     83.7     91.1     16.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      28       10       10       34       28       67       43
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       93,786
COMMITMENTS
  31,428   10,218      752   46,336   74,439   78,516   85,409   15,270    8,377

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        518)
  -4,753      221      157    4,167       13     -428      392      946      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5     10.9      0.8     49.4     79.4     83.7     91.1     16.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      28       10       10       34       28       67       43
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        7,990
COMMITMENTS
   5,686    6,510      847    1,361      622    7,894    7,979       96       11

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -2,601)
   1,100      -22   -2,489   -1,196        6   -2,585   -2,505      -16      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.2     81.5     10.6     17.0      7.8     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6       11        2        1        2        8       14
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,995
COMMITMENTS
   1,544    3,662       50    8,141    6,237    9,735    9,949      260       46

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        690)
      24      569        0      667      125      691      694       -1       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     36.6      0.5     81.5     62.4     97.4     99.5      2.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8        7        1        6        9       14       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,313
COMMITMENTS
   2,017    3,410        0    9,945    8,835   11,962   12,245      351       68

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      1,199)
     217     -377        0      956    1,565    1,173    1,188       26       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     27.7      0.0     80.8     71.8     97.1     99.4      2.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        6        0        3       14       11       20
```

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Updated July 3, 2012