```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      543,269
COMMITMENTS
 115,156  125,268  134,241  263,380  229,130  512,777  488,638   30,493   54,631

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      1,511)
   2,206    1,187   -3,379    3,026    5,771    1,853    3,579     -341   -2,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     23.1     24.7     48.5     42.2     94.4     89.9      5.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
     108      143      159       94      119      297      335
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,640,692
COMMITMENTS
 274,863  154,821  512,568  678,700  686,212  1466132  1353601  174,560  287,091

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -43,603)
  19,344   -7,132  -30,996  -34,999    1,408  -46,651  -36,720    3,048   -6,883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      9.4     31.2     41.4     41.8     89.4     82.5     10.6     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      695)
     187      164      259      254      308      568      615
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        3,435
COMMITMENTS
     787    1,836      983    1,244      491    3,014    3,310      421      125

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -1,315)
    -383       84   -1,082       50     -233   -1,416   -1,232      100      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9     53.4     28.6     36.2     14.3     87.7     96.3     12.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        9       11        4        7       18       19
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,904
COMMITMENTS
   1,806    2,642    1,307    7,770    7,050   10,883   10,999    2,021    1,904

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:       -301)
     316      112      -92     -281       75      -57       95     -244     -396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     20.5     10.1     60.2     54.6     84.3     85.2     15.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      13       15       10       17       11       35       32
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,116,839
COMMITMENTS
 259,163   41,896  395,396  380,247  578,229  1034805  1015521   82,033  101,318

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     17,311)
   2,296   -2,835   10,164     -324    9,343   12,136   16,672    5,175      639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      3.8     35.4     34.0     51.8     92.7     90.9      7.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      635)
     257      119      270      186      219      557      520
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,673
COMMITMENTS
   1,572    4,491    7,849    5,833    1,995   15,254   14,334      419    1,339

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:       -419)
    -464    2,509     -766      739   -3,033     -491   -1,291       72      872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     28.7     50.1     37.2     12.7     97.3     91.5      2.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        9       12        9       13       23       27
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      462,321
COMMITMENTS
  67,085  102,957  107,497  253,888  217,385  428,470  427,839   33,851   34,482

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -13,747)
   1,701   -2,037   -8,849   -8,293     -403  -15,440  -11,289    1,693   -2,458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     22.3     23.3     54.9     47.0     92.7     92.5      7.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      70       97      109       81       79      222      238
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      812,015
COMMITMENTS
  76,912   31,906   91,773  470,218  538,657  638,903  662,336  173,112  149,679

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -22,480)
 -17,898   -8,609   -1,092  -10,030  -18,134  -29,020  -27,835    6,540    5,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      3.9     11.3     57.9     66.3     78.7     81.6     21.3     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      26       33       41       93       93      146      140
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      347,636
COMMITMENTS
  45,044   21,523      460  236,865  270,839  282,369  292,822   65,266   54,814

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -11,453)
   1,665    5,323   -7,362     -100  -11,535   -5,797  -13,574   -5,657    2,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      6.2      0.1     68.1     77.9     81.2     84.2     18.8     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       7        6        3       37       42       45       50
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,309
COMMITMENTS
   1,748      205      899    7,226    8,832    9,873    9,936      436      373

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:       -987)
     -60       46     -116     -850     -953   -1,026   -1,023       39       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      2.0      8.7     70.1     85.7     95.8     96.4      4.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        3        5       23       24       30       31
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      315,804
COMMITMENTS
  97,526    7,993   71,487   97,555  208,378  266,568  287,857   49,237   27,947

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     17,935)
   6,584   -2,136   12,765   -2,330    5,594   17,019   16,223      916    1,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.9      2.5     22.6     30.9     66.0     84.4     91.2     15.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      98       26       70       76       88      208      167
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,128
COMMITMENTS
   3,072    6,569    2,668    8,792    5,635   14,532   14,871    2,596    2,257

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:        220)
     159     -122      413     -274       74      298      366      -78     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     38.4     15.6     51.3     32.9     84.8     86.8     15.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      24       23       21       29       17       64       57
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      964,373
COMMITMENTS
 221,515  186,896   48,357  560,895  647,688  830,767  882,941  133,606   81,432

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -59,221)
 -25,963      489    3,541  -35,587  -64,958  -58,010  -60,929   -1,211    1,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0     19.4      5.0     58.2     67.2     86.1     91.6     13.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      38       40       27      108       99      162      150
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,237,466
COMMITMENTS
 264,024  234,410  274,256  1400565  1411962  1938846  1920628  298,621  316,838

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -62,727)
  49,476  -19,211   -5,297  -88,148  -37,799  -43,969  -62,307  -18,758     -421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     10.5     12.3     62.6     63.1     86.7     85.8     13.3     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      39       62       56      138      156      211      240
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,211,342
COMMITMENTS
 186,584  144,226   59,613  738,030  765,558  984,228  969,398  227,114  241,943

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -14,654)
   3,461    2,084     -110  -13,046   -2,714   -9,695     -741   -4,958  -13,913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     11.9      4.9     60.9     63.2     81.3     80.0     18.7     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      27       37       30       88      105      136      151
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      577,147
COMMITMENTS
  20,771   62,122  135,110  395,989  330,468  551,870  527,699   25,277   49,448

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     15,414)
  -2,918    5,730    1,831   14,645   10,412   13,558   17,973    1,856   -2,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6     10.8     23.4     68.6     57.3     95.6     91.4      4.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      17       22       32       51       55       85       95
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       40,046
COMMITMENTS
  10,212    7,576      369   23,008   27,765   33,588   35,710    6,458    4,336

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -50,799)
    -830    2,158   -6,607  -37,674  -40,462  -45,111  -44,910   -5,688   -5,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     18.9      0.9     57.5     69.3     83.9     89.2     16.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      20       12        9       32       26       56       43
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       80,092
COMMITMENTS
  20,424   15,153      737   46,016   55,531   67,177   71,421   12,916    8,672

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -53,574)
      38   -2,438   -3,828  -44,571  -46,533  -48,361  -52,800   -5,212     -774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     18.9      0.9     57.5     69.3     83.9     89.2     16.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      20       12        9       32       26       56       43
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       10,591
COMMITMENTS
   4,586    6,532    3,336    2,557      616   10,479   10,484      112      107

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      2,368)
    -238     -385    2,632       55      116    2,449    2,363      -81        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.3     61.7     31.5     24.1      5.8     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8       10        5        3        3       13       16
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,430
COMMITMENTS
   1,510    2,248       45    7,674    7,070    9,229    9,363      201       67

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -3,089)
     -43     -862   -2,104     -736       65   -2,883   -2,901     -206     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     23.8      0.5     81.4     75.0     97.9     99.3      2.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        7        1        6       10       13       18
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,308
COMMITMENTS
   2,060    1,649        0    6,961    7,612    9,021    9,261      287       47

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -2,065)
     257     -144     -461   -1,894   -1,375   -2,098   -1,980       33      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1     17.7      0.0     74.8     81.8     96.9     99.5      3.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        7        0        3       14       11       21
```

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Updated June 22, 2012