```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      623,717
COMMITMENTS
 141,563   86,279  192,767  249,982  288,683  584,312  567,729   39,405   55,987

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     53,614)
  13,822      352   30,902    7,414   22,607   52,139   53,861    1,476     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7     13.8     30.9     40.1     46.3     93.7     91.0      6.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     131      124      140       95      128      307      316
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,916,920
COMMITMENTS
 331,187   73,928  666,382  716,671  921,600  1714240  1661909  202,680  255,010

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:    186,503)
  30,415   -2,026  102,042   38,141   84,377  170,598  184,394   15,905    2,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3      3.9     34.8     37.4     48.1     89.4     86.7     10.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      795)
     221      158      258      267      379      602      688
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,223
COMMITMENTS
   3,285      215      684    5,101    9,372    9,070   10,272    2,153      952

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        421)
     -85     -179      201       62      482      178      505      243      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3      1.9      6.1     45.4     83.5     80.8     91.5     19.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      20        2        8       14       13       35       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,257,622
COMMITMENTS
 308,787   52,299  453,554  400,840  657,375  1163181  1163227   94,441   94,395

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     80,001)
   3,287    1,474   40,193   29,582   36,554   73,062   78,221    6,939    1,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      4.2     36.1     31.9     52.3     92.5     92.5      7.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      672)
     272      141      265      195      233      582      536
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      399,378
COMMITMENTS
  61,394   69,498   97,028  206,810  202,041  365,232  368,568   34,147   30,811

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      7,263)
    -795   -5,139    2,029    6,901   10,789    8,135    7,679     -872     -416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     17.4     24.3     51.8     50.6     91.5     92.3      8.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      71       78      108       81       81      223      225
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      743,543
COMMITMENTS
  69,866   44,891   65,783  426,160  489,150  561,808  599,824  181,735  143,719

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:    -14,708)
  -6,477    6,204    2,980   -4,051  -19,784   -7,548  -10,600   -7,160   -4,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      6.0      8.8     57.3     65.8     75.6     80.7     24.4     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      35       24       37       86       88      137      133
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      349,450
COMMITMENTS
  45,478   25,325      470  237,619  274,055  283,567  299,850   65,883   49,600

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     -4,561)
  -1,072    4,869      -41   -2,171   -9,041   -3,284   -4,213   -1,277     -348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      7.2      0.1     68.0     78.4     81.1     85.8     18.9     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       7        5        6       35       41       46       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       12,677
COMMITMENTS
   2,144      157    1,914    7,944   10,263   12,002   12,334      675      343

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        874)
     583      -19      410     -157      482      836      873       38        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9      1.2     15.1     62.7     81.0     94.7     97.3      5.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        2        6       23       22       34       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      333,564
COMMITMENTS
  89,828    4,861   90,165   98,373  204,970  278,365  299,996   55,199   33,568

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     17,746)
  -2,422       77    9,912    8,253    4,688   15,743   14,677    2,002    3,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9      1.5     27.0     29.5     61.4     83.5     89.9     16.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
     100       25       75       74       80      212      161
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,498
COMMITMENTS
   3,744    4,799      618    6,732    6,753   11,094   12,170    2,404    1,328

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:         73)
     230     -287      -48     -191      595      -10      260       82     -187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7     35.6      4.6     49.9     50.0     82.2     90.2     17.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      20       25       11       24       13       52       43
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,149,082
COMMITMENTS
 350,284  190,705  100,307  565,550  778,079  1016141  1069091  132,941   79,991

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:    219,345)
  85,816  -10,938   59,089   68,510  182,028  213,415  230,180    5,930  -10,835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5     16.6      8.7     49.2     67.7     88.4     93.0     11.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      58       40       27      103      106      174      160
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,196,933
COMMITMENTS
 268,878  290,426  237,818  1374392  1366416  1881088  1894659  315,845  302,274

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      8,241)
  10,120   43,287   15,310  -21,954  -31,853    3,476   26,744    4,765  -18,503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     13.2     10.8     62.6     62.2     85.6     86.2     14.4     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      42       68       64      136      157      218      249
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,228,802
COMMITMENTS
 267,158  117,656   68,953  656,348  800,321  992,459  986,929  236,342  241,872

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     -1,523)
  34,009  -27,561    2,411  -41,567   17,434   -5,147   -7,716    3,624    6,193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      9.6      5.6     53.4     65.1     80.8     80.3     19.2     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      42       30       32       91      104      146      153
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      526,608
COMMITMENTS
  18,315   53,826  107,791  375,289  323,300  501,394  484,918   25,214   41,690

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:       -489)
  -6,069  -11,224   -1,973    4,301    9,002   -3,741   -4,195    3,252    3,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5     10.2     20.5     71.3     61.4     95.2     92.1      4.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      16       23       31       52       51       87       88
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       43,136
COMMITMENTS
  12,056    5,336      232   23,550   33,881   35,838   39,449    7,298    3,687

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     -1,606)
  -1,658     -880      -66      358     -415   -1,365   -1,361     -241     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.9     12.4      0.5     54.6     78.5     83.1     91.5     16.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      22        9        6       34       27       60       38
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       86,272
COMMITMENTS
  24,112   10,672      464   47,101   67,761   71,677   78,898   14,596    7,375

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     -3,213)
  -3,316   -1,760     -132      717     -830   -2,731   -2,722     -482     -491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.9     12.4      0.5     54.6     78.5     83.1     91.5     16.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      22        9        6       34       27       60       38
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,343
COMMITMENTS
   5,842    6,277      900    1,501    1,159    8,243    8,336      100        7

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        353)
     156     -233       53      140      537      349      357        4       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.0     75.2     10.8     18.0     13.9     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        9        2        1        3       10       13
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,005
COMMITMENTS
   1,589    3,775       25    8,083    6,162    9,697    9,962      308       43

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:       -127)
     183       40      -25     -297     -141     -139     -126       12       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     37.7      0.2     80.8     61.6     96.9     99.6      3.1      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 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,098
COMMITMENTS
   1,793    3,448        0    9,947    8,625   11,740   12,073      358       25

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:         14)
      30      531        0        2     -480       32       51      -18      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     28.5      0.0     82.2     71.3     97.0     99.8      3.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6       11        0        3       13        9       24
```

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Updated July 20, 2012