```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      570,102
COMMITMENTS
 127,741   85,927  161,865  242,568  266,076  532,174  513,868   37,929   56,234

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     28,308)
   5,894   -2,535   12,765    5,928   15,921   24,588   26,152    3,721    2,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4     15.1     28.4     42.5     46.7     93.3     90.1      6.7      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
     125      124      136       91      126      299      309
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,730,417
COMMITMENTS
 300,773   75,953  564,339  678,529  837,223  1543642  1477515  186,775  252,901

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:    134,948)
  17,653   -2,649   68,929   46,856   68,524  133,438  134,805    1,510      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      4.4     32.6     39.2     48.4     89.2     85.4     10.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      741)
     210      135      234      256      361      566      640
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,802
COMMITMENTS
   3,371      394      483    5,039    8,890    8,892    9,767    1,910    1,035

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      1,046)
     879      146       99        9      970      988    1,214       58     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.2      3.6      4.5     46.6     82.3     82.3     90.4     17.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      18        5        7       14       12       35       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,177,621
COMMITMENTS
 305,500   50,824  413,361  371,258  620,821  1090119  1085006   87,502   92,615

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     71,799)
   5,057    5,721   40,635   22,432   28,156   68,124   74,512    3,674   -2,713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9      4.3     35.1     31.5     52.7     92.6     92.1      7.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      651)
     274      128      247      184      226      560      514
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      392,116
COMMITMENTS
  62,189   74,637   95,000  199,908  191,252  357,097  360,889   35,019   31,227

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:        829)
   4,007  -13,398    5,487   -9,052    9,310      442    1,400      387     -571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     19.0     24.2     51.0     48.8     91.1     92.0      8.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      70       79      102       81       81      217      218
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      758,251
COMMITMENTS
  76,342   38,687   62,803  430,211  508,934  569,356  610,424  188,895  147,827

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     27,637)
    -616   -1,650    4,176    6,833   12,761   10,393   15,288   17,244   12,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      5.1      8.3     56.7     67.1     75.1     80.5     24.9     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      37       21       36       85       89      136      132
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      354,011
COMMITMENTS
  46,550   20,455      511  239,790  283,097  286,851  304,063   67,160   49,948

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      5,925)
      46   -1,502       18    3,240    4,111    3,305    2,628    2,620    3,296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      5.8      0.1     67.7     80.0     81.0     85.9     19.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       7        5        5       35       41       45       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,803
COMMITMENTS
   1,561      176    1,504    8,101    9,781   11,166   11,461      637      342

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:        737)
     378       52       23      203      617      604      692      133       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      1.5     12.7     68.6     82.9     94.6     97.1      5.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        2        5       24       23       33       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      315,819
COMMITMENTS
  92,250    4,784   80,253   90,119  200,281  262,622  285,319   53,196   30,500

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      3,819)
  -2,767     -331    6,040   -2,315   -1,114      958    4,595    2,862     -776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2      1.5     25.4     28.5     63.4     83.2     90.3     16.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      97       23       78       69       76      208      161
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,426
COMMITMENTS
   3,515    5,086      666    6,923    6,158   11,104   11,910    2,322    1,516

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:       -258)
     564     -170     -429     -373      470     -238     -130      -20     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2     37.9      5.0     51.6     45.9     82.7     88.7     17.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      22       23       17       26       13       60       44
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      929,737
COMMITMENTS
 264,468  201,643   41,218  497,040  596,051  802,726  838,911  127,011   90,826

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     90,263)
  72,376   23,834    5,424   12,710   60,993   90,510   90,251     -247       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4     21.7      4.4     53.5     64.1     86.3     90.2     13.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      46       45       27       97      102      161      156
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,188,693
COMMITMENTS
 258,759  247,138  222,508  1396346  1398269  1877612  1867915  311,080  320,777

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     62,337)
  32,291   -4,512   25,704    8,055   38,859   66,050   60,051   -3,713    2,285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     11.3     10.2     63.8     63.9     85.8     85.3     14.2     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      53       49       59      134      152      211      236
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,230,325
COMMITMENTS
 233,149  145,217   66,542  697,915  782,887  997,606  994,646  232,718  235,679

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      8,970)
  -1,906  -17,085    8,524   -1,459   15,407    5,159    6,846    3,812    2,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     11.8      5.4     56.7     63.6     81.1     80.8     18.9     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      37       33       31       92      109      145      157
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      527,097
COMMITMENTS
  24,383   65,051  109,764  370,988  314,298  505,135  489,113   21,961   37,984

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:        -87)
  -1,690      136     -513    4,511    5,479    2,309    5,102   -2,396   -5,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6     12.3     20.8     70.4     59.6     95.8     92.8      4.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      17       25       31       49       55       86       93
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       44,743
COMMITMENTS
  13,714    6,216      298   23,192   34,296   37,204   40,810    7,539    3,933

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     -2,150)
  -2,001    1,107      -78       24   -2,924   -2,054   -1,894      -96     -256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6     13.9      0.7     51.8     76.7     83.2     91.2     16.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      26       12        9       34       24       64       41
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       89,485
COMMITMENTS
  27,427   12,432      596   46,384   68,592   74,408   81,620   15,078    7,865

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     -4,301)
  -4,001    2,214     -156       48   -5,847   -4,109   -3,789     -192     -512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6     13.9      0.7     51.8     76.7     83.2     91.2     16.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      26       12        9       34       24       64       41
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,132
COMMITMENTS
   1,406    3,735       50    8,380    6,303    9,836   10,088      296       44

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:        137)
    -138       73        0      239       66      101      139       36       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     36.9      0.5     82.7     62.2     97.1     99.6      2.9      0.4

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 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,084
COMMITMENTS
   1,763    2,917        0    9,945    9,105   11,708   12,022      376       62

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:       -229)
    -254     -493        0        0      270     -254     -223       25       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     24.1      0.0     82.3     75.3     96.9     99.5      3.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6       10        0        3       14        9       24
```

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Updated July 13, 2012