```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      509,752
COMMITMENTS
 123,298   97,617  118,970  235,011  239,099  477,280  455,686   32,473   54,066

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    -33,517)
   8,143  -27,651  -15,271  -28,369    9,969  -35,497  -32,952    1,980     -565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2     19.1     23.3     46.1     46.9     93.6     89.4      6.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      371)
      97      143      143       83      119      277      317
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,509,075
COMMITMENTS
 266,621  117,669  428,216  633,660  698,128  1328497  1244013  180,579  265,062

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:   -131,616)
  -8,243  -37,152  -84,352  -45,040   11,916 -137,635 -109,588    6,018  -22,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      7.8     28.4     42.0     46.3     88.0     82.4     12.0     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      686)
     187      143      235      252      318      549      599
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,161
COMMITMENTS
   2,023    1,394      366    5,772    6,755    8,162    8,515    1,999    1,645

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -2,743)
     217   -1,248     -941   -1,998     -295   -2,721   -2,484      -22     -259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     13.7      3.6     56.8     66.5     80.3     83.8     19.7     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11       12        6       13       11       28       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,046,687
COMMITMENTS
 277,156   45,792  331,952  351,201  569,017  960,309  946,761   86,377   99,926

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    -70,152)
  17,993    3,896  -63,444  -29,046   -9,213  -74,496  -68,760    4,344   -1,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5      4.4     31.7     33.6     54.4     91.7     90.5      8.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      604)
     250      107      234      187      214      535      477
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      399,083
COMMITMENTS
  56,334   96,007   88,513  219,631  179,047  364,478  363,566   34,604   35,517

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    -63,238)
 -10,750   -6,951  -18,984  -34,257  -38,338  -63,991  -64,273      753    1,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     24.1     22.2     55.0     44.9     91.3     91.1      8.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      65       88      100       74       78      202      231
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      732,617
COMMITMENTS
  74,690   38,135   62,051  423,827  494,168  560,568  594,354  172,049  138,263

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    -79,398)
  -2,222    6,229  -29,722  -46,391  -44,489  -78,335  -67,982   -1,063  -11,416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      5.2      8.5     57.9     67.5     76.5     81.1     23.5     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      24       30       34       83       87      130      128
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      348,571
COMMITMENTS
  45,758   24,058      505  234,813  274,371  281,076  298,935   67,495   49,636

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        935)
     714    2,535       45   -2,053    3,532   -1,293    6,112    2,228   -5,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      6.9      0.1     67.4     78.7     80.6     85.8     19.4     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       7        6        4       36       42       45       50
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,558
COMMITMENTS
   2,550      196      831    6,765    9,142   10,146   10,169      412      389

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        249)
     802       -9      -68     -461      310      273      233      -24       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      1.9      7.9     64.1     86.6     96.1     96.3      3.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        3        5       22       22       31       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      312,498
COMMITMENTS
  97,808    7,179   68,026   95,146  206,423  260,980  281,629   51,518   30,869

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -3,306)
     282     -813   -3,460   -2,409   -1,955   -5,588   -6,228    2,282    2,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.3      2.3     21.8     30.4     66.1     83.5     90.1     16.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      96       25       73       74       84      213      164
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,476
COMMITMENTS
   2,976    5,929    1,449    8,330    6,074   12,754   13,452    2,721    2,024

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -1,652)
     -97     -639   -1,219     -462      439   -1,777   -1,419      126     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     38.3      9.4     53.8     39.2     82.4     86.9     17.6     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      20       22       15       27       16       55       48
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      928,202
COMMITMENTS
 219,471  208,709   40,268  552,847  600,446  812,586  849,423  115,616   78,779

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    -36,171)
  -2,044   21,814   -8,089   -8,048  -47,242  -18,181  -33,518  -17,990   -2,653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6     22.5      4.3     59.6     64.7     87.5     91.5     12.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      44       40       28      105      100      164      153
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,073,320
COMMITMENTS
 224,264  231,961  190,240  1340031  1327974  1754536  1750176  318,784  323,144

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:   -164,147)
 -39,760   -2,449  -84,016  -60,534  -83,987 -184,310 -170,452   20,163    6,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     11.2      9.2     64.6     64.1     84.6     84.4     15.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      34       54       50      124      144      188      218
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,210,583
COMMITMENTS
 178,995  138,325   51,189  764,197  766,850  994,381  956,364  216,202  254,218

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:       -759)
  -7,589   -5,901   -8,424   26,167    1,292   10,153  -13,034  -10,912   12,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     11.4      4.2     63.1     63.3     82.1     79.0     17.9     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      24       33       25       87      100      128      141
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      588,388
COMMITMENTS
  29,972   61,053  132,729  398,729  347,571  561,430  541,353   26,957   47,035

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     11,240)
   9,201   -1,069   -2,381    2,740   17,103    9,560   13,653    1,680   -2,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     10.4     22.6     67.8     59.1     95.4     92.0      4.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      22       19       34       52       56       89       97
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       46,634
COMMITMENTS
  18,091    4,998      297   21,084   37,213   39,472   42,508    7,162    4,126

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      6,588)
   7,879   -2,578      -71   -1,924    9,447    5,884    6,798      704     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.8     10.7      0.6     45.2     79.8     84.6     91.2     15.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      23        8       10       28       27       56       40
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       93,268
COMMITMENTS
  36,181    9,997      595   42,169   74,425   78,944   85,017   14,324    8,252

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     13,176)
  15,757   -5,156     -142   -3,847   18,895   11,768   13,596    1,408     -420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.8     10.7      0.6     45.2     79.8     84.6     91.2     15.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      23        8       10       28       27       56       40
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,305
COMMITMENTS
   1,520    3,093       50    7,474    6,112    9,044    9,255      261       50

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:       -125)
      10      845        5     -200     -958     -185     -108       60      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     33.2      0.5     80.3     65.7     97.2     99.5      2.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        7        1        6        9       13       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,114
COMMITMENTS
   1,800    3,787        0    8,989    7,270   10,789   11,057      325       57

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      1,806)
    -260    2,138        0    2,028     -342    1,768    1,796       38       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     34.1      0.0     80.9     65.4     97.1     99.5      2.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        7        0        3       14       12       21
```

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Updated June 29, 2012