```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   467,567:   154,522     99,605     71,629    204,284    247,287    430,435    418,521:    37,132     49,046
Old  :   397,371:   136,295     91,932     44,893    183,505    221,932    364,693    358,757:    32,678     38,614
Other:    70,196:    24,688     14,134     20,275     20,779     25,355     65,742     59,764:     4,454     10,432
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :       705:      -586      1,615       -747      3,541      4,554      2,208      5,422:    -1,503     -4,717
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0       21.3       15.3       43.7       52.9       92.1       89.5:       7.9       10.5
Old  :     100.0:      34.3       23.1       11.3       46.2       55.9       91.8       90.3:       8.2        9.7
Other:     100.0:      35.2       20.1       28.9       29.6       36.1       93.7       85.1:       6.3       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       376:       141        100        124         81        116        294        279:
Old  :       370:       139        100        110         72        113        273        268:
Other:       182:        35         47         22         39         83         89        143:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       19.8       30.2       29.3       16.8       16.0       28.5       22.9
Old  :                 20.6       21.2       33.4       30.2       19.6       19.1       31.5       27.0
Other:                 48.7       30.9       64.4       41.4       29.8        9.1       37.6       14.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,190,062:   380,846     99,468    114,120    559,556    768,106  1,054,522    981,694:   135,540    208,368
Old  :   314,651:   129,219     54,529      9,269    153,213    218,295    291,701    282,093:    22,950     32,558
Other:   875,411:   283,102     76,414     73,376    406,343    549,811    762,821    699,601:   112,590    175,810
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :    -9,242:    18,988      2,585    -20,476    -11,796      5,647    -13,284    -12,244:     4,042      3,002
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        8.4        9.6       47.0       64.5       88.6       82.5:      11.4       17.5
Old  :     100.0:      41.1       17.3        2.9       48.7       69.4       92.7       89.7:       7.3       10.3
Other:     100.0:      32.3        8.7        8.4       46.4       62.8       87.1       79.9:      12.9       20.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       757:       208        129        169        218        357        508        588:
Old  :       550:       117         92         21        119        253        246        357:
Other:       734:       190        130        127        176        347        431        552:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1       11.7       24.5       20.0       12.2        9.0       20.5       14.0
Old  :                 24.1       26.8       37.2       36.9       24.1       26.7       37.2       36.8
Other:                 17.4       11.7       26.7       17.4       11.8        9.7       20.6       14.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    10,480:     3,092        519        119      4,932      8,944      8,143      9,582:     2,337        898
Old  :    10,473:     3,092        515        119      4,925      8,944      8,136      9,578:     2,337        895
Other:         7:         0          4          0          7          0          7          4:         0          3
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :       134:      -144         91         23        194          0         73        114:        61         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5        5.0        1.1       47.1       85.3       77.7       91.4:      22.3        8.6
Old  :     100.0:      29.5        4.9        1.1       47.0       85.4       77.7       91.5:      22.3        8.5
Other:     100.0:       0.0       57.1        0.0      100.0        0.0      100.0       57.1:       0.0       42.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        16          7          4         13         12         32         20:
Old  :        39:        16          7          4         12         12         31         20:
Other:         2:         0          1          0          1          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       71.3       54.4       84.3       33.1       70.7       50.4       80.7
Old  :                 36.1       71.4       54.5       84.4       33.1       70.8       50.5       80.8
Other:                100.0       57.1      100.0       57.1      100.0       57.1      100.0       57.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   760,359:   308,379     65,253     93,590    287,913    531,439    689,882    690,282:    70,477     70,077
Old  :     9,659:     5,005        687          0      2,346      7,102      7,351      7,789:     2,308      1,870
Other:   750,700:   306,603     67,795     90,361    285,567    524,337    682,531    682,493:    68,169     68,207
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :   -51,237:   -11,139      1,694    -19,827    -19,673    -28,512    -50,639    -46,645:      -598     -4,592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6        8.6       12.3       37.9       69.9       90.7       90.8:       9.3        9.2
Old  :     100.0:      51.8        7.1        0.0       24.3       73.5       76.1       80.6:      23.9       19.4
Other:     100.0:      40.8        9.0       12.0       38.0       69.8       90.9       90.9:       9.1        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       601:       239        119        176        167        208        488        436:
Old  :       107:        30         10          0         25         44         55         54:
Other:       601:       235        128        168        157        205        471        432:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.6       20.9       21.1       31.3        8.8       16.3       14.7       23.3
Old  :                 23.0       36.2       40.4       52.5       23.0       36.2       39.5       52.5
Other:                 13.7       20.9       21.4       31.3        8.9       16.2       14.9       23.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   326,318:    66,548     54,787     47,155    185,242    198,223    298,945    300,165:    27,373     26,153
Old  :    71,173:    19,881     12,843      4,832     41,880     47,830     66,593     65,505:     4,580      5,668
Other:   255,145:    62,023     57,300     26,967    143,362    150,393    232,352    234,660:    22,793     20,485
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :     7,543:      -725    -13,592      6,695      1,985     13,888      7,955      6,991:      -412        552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       16.8       14.5       56.8       60.7       91.6       92.0:       8.4        8.0
Old  :     100.0:      27.9       18.0        6.8       58.8       67.2       93.6       92.0:       6.4        8.0
Other:     100.0:      24.3       22.5       10.6       56.2       58.9       91.1       92.0:       8.9        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        78         65         92         70         66        205        193:
Old  :       178:        63         29         24         41         52        113        102:
Other:       240:        76         78         58         66         56        175        163:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       26.7       30.7       37.1       13.2       19.2       21.6       27.9
Old  :                 39.9       24.1       48.6       38.3       36.3       22.4       44.8       36.0
Other:                 19.6       28.0       31.2       39.4       14.6       18.9       25.4       28.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   616,688:    80,177     50,470      5,243    374,166    431,236    459,586    486,949:   157,102    129,739
Old  :   616,688:    80,177     50,470      5,243    374,166    431,236    459,586    486,949:   157,102    129,739
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :   -28,018:        46        826     -1,349    -21,621    -25,172    -22,924    -25,695:    -5,094     -2,323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        8.2        0.9       60.7       69.9       74.5       79.0:      25.5       21.0
Old  :     100.0:      13.0        8.2        0.9       60.7       69.9       74.5       79.0:      25.5       21.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        30         24         12         67         77        103        107:
Old  :       155:        30         24         12         67         77        103        107:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       16.7       31.3       28.5       18.7       15.4       26.4       26.5
Old  :                 22.0       16.7       31.3       28.5       18.7       15.4       26.4       26.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   355,526:    47,894     21,442        603    245,270    279,694    293,767    301,739:    61,759     53,787
Old  :   355,526:    47,894     21,442        603    245,270    279,694    293,767    301,739:    61,759     53,787
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :     6,427:     2,890     -2,191        209     13,872      6,198     16,971      4,216:   -10,544      2,211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        6.0        0.2       69.0       78.7       82.6       84.9:      17.4       15.1
Old  :     100.0:      13.5        6.0        0.2       69.0       78.7       82.6       84.9:      17.4       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:         8          4          3         37         41         47         46:
Old  :        70:         8          4          3         37         41         47         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       40.3       49.4       50.2       32.1       38.8       43.5       48.0
Old  :                 33.4       40.3       49.4       50.2       32.1       38.8       43.5       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    12,113:     2,060        162      2,641      6,685      9,056     11,386     11,859:       727        254
Old  :    12,113:     2,060        162      2,641      6,685      9,056     11,386     11,859:       727        254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :        45:       468       -113         39       -481         91         26         17:        19         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        1.3       21.8       55.2       74.8       94.0       97.9:       6.0        2.1
Old  :     100.0:      17.0        1.3       21.8       55.2       74.8       94.0       97.9:       6.0        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        11          4          9         21         21         37         31:
Old  :        42:        11          4          9         21         21         37         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.4       51.5       69.6       72.5       16.2       19.8       22.0       27.5
Old  :                 57.4       51.5       69.6       72.5       16.2       19.8       22.0       27.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   246,496:    79,304      8,205     41,352     79,796    169,499    200,452    219,056:    46,044     27,440
Old  :    53,652:    26,735      2,454        783     16,205     41,058     43,723     44,295:     9,929      9,357
Other:   192,844:    66,749     19,931     26,389     63,591    128,441    156,729    174,761:    36,115     18,083
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :   -13,850:    -4,593        910     -3,892     -4,351    -10,707    -12,836    -13,689:    -1,014       -161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2        3.3       16.8       32.4       68.8       81.3       88.9:      18.7       11.1
Old  :     100.0:      49.8        4.6        1.5       30.2       76.5       81.5       82.6:      18.5       17.4
Other:     100.0:      34.6       10.3       13.7       33.0       66.6       81.3       90.6:      18.7        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       224:        91         24         69         70         63        199        141:
Old  :       137:        48         16          5         37         45         87         65:
Other:       211:        77         44         55         66         56        178        128:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.5       31.0       17.2       42.6        8.0       27.0       13.7       35.5
Old  :                 24.1       32.7       37.4       48.3       23.6       32.6       36.8       48.1
Other:                 10.1       33.7       18.1       44.5       10.0       30.5       16.8       39.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    13,583:     3,768      4,554        447      6,748      7,294     10,963     12,295:     2,620      1,288
Old  :    13,583:     3,768      4,554        447      6,748      7,294     10,963     12,295:     2,620      1,288
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :       497:        14       -278        121        105        750        240        593:       257        -96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       33.5        3.3       49.7       53.7       80.7       90.5:      19.3        9.5
Old  :     100.0:      27.7       33.5        3.3       49.7       53.7       80.7       90.5:      19.3        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        21         23          9         21         12         48         40:
Old  :        73:        21         23          9         21         12         48         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       43.6       48.6       57.8       34.5       42.5       48.6       56.0
Old  :                 34.5       43.6       48.6       57.8       34.5       42.5       48.6       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,062,819:   388,533    153,725     20,497    517,197    806,163    926,227    980,385:   136,592     82,434
Old  : 1,062,819:   388,533    153,725     20,497    517,197    806,163    926,227    980,385:   136,592     82,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :    44,939:    33,309     -8,464     -1,517      8,492     46,852     40,284     36,871:     4,655      8,068
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6       14.5        1.9       48.7       75.9       87.1       92.2:      12.9        7.8
Old  :     100.0:      36.6       14.5        1.9       48.7       75.9       87.1       92.2:      12.9        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        62         35         16         96        102        166        145:
Old  :       239:        62         35         16         96        102        166        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       35.8       25.9       44.0       15.6       35.2       23.8       42.4
Old  :                 16.6       35.8       25.9       44.0       15.6       35.2       23.8       42.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,757,686:   282,285    280,230     34,966  1,149,404  1,119,907  1,466,655  1,435,103:   291,031    322,583
Old  : 1,757,686:   282,285    280,230     34,966  1,149,404  1,119,907  1,466,655  1,435,103:   291,031    322,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :   -52,464:    26,547    -52,922      4,936    -66,634    -34,989    -35,151    -82,975:   -17,313     30,511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       15.9        2.0       65.4       63.7       83.4       81.6:      16.6       18.4
Old  :     100.0:      16.1       15.9        2.0       65.4       63.7       83.4       81.6:      16.6       18.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:        32         62         31        104        132        156        205:
Old  :       254:        32         62         31        104        132        156        205:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       15.7       41.6       23.6       31.1       12.8       39.6       20.7
Old  :                 31.8       15.7       41.6       23.6       31.1       12.8       39.6       20.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,174,916:   274,167    119,626     13,486    642,805    795,594    930,458    928,706:   244,458    246,210
Old  : 1,174,916:   274,167    119,626     13,486    642,805    795,594    930,458    928,706:   244,458    246,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :    39,216:    27,837      1,760       -310     14,722     23,351     42,249     24,801:    -3,033     14,415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       10.2        1.1       54.7       67.7       79.2       79.0:      20.8       21.0
Old  :     100.0:      23.3       10.2        1.1       54.7       67.7       79.2       79.0:      20.8       21.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        41         30         20         79         98        130        138:
Old  :       195:        41         30         20         79         98        130        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       21.8       29.8       32.5       15.8       20.5       27.6       31.0
Old  :                 16.5       21.8       29.8       32.5       15.8       20.5       27.6       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   503,514:    22,032     59,870     67,854    386,661    338,195    476,547    465,919:    26,967     37,595
Old  :   503,514:    22,032     59,870     67,854    386,661    338,195    476,547    465,919:    26,967     37,595
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :    10,425:     4,413      6,670     -5,701     11,710      8,415     10,422      9,384:         3      1,041
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       11.9       13.5       76.8       67.2       94.6       92.5:       5.4        7.5
Old  :     100.0:       4.4       11.9       13.5       76.8       67.2       94.6       92.5:       5.4        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        18         18         27         49         49         79         84:
Old  :        92:        18         18         27         49         49         79         84:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.2       27.3       52.7       45.3       34.2       22.8       39.4       33.9
Old  :                 44.2       27.3       52.7       45.3       34.2       22.8       39.4       33.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    49,096:    18,289      5,857         98     22,456     37,493     40,843     43,447:     8,253      5,649
Old  :    49,096:    18,289      5,857         98     22,456     37,493     40,843     43,447:     8,253      5,649
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :     9,516:     7,635     -1,382         60        748      9,245      8,442      7,923:     1,074      1,594
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       11.9        0.2       45.7       76.4       83.2       88.5:      16.8       11.5
Old  :     100.0:      37.3       11.9        0.2       45.7       76.4       83.2       88.5:      16.8       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        29         11          4         27         26         58         39:
Old  :        89:        29         11          4         27         26         58         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       47.3       42.9       61.9       28.8       47.3       42.6       61.9
Old  :                 28.9       47.3       42.9       61.9       28.8       47.3       42.6       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    98,191:    36,578     11,713        195     44,912     74,986     81,685     86,894:    16,506     11,297
Old  :    98,191:    36,578     11,713        195     44,912     74,986     81,685     86,894:    16,506     11,297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :    19,032:    15,269     -2,764        120      1,495     18,489     16,884     15,845:     2,148      3,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       11.9        0.2       45.7       76.4       83.2       88.5:      16.8       11.5
Old  :     100.0:      37.3       11.9        0.2       45.7       76.4       83.2       88.5:      16.8       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        29         11          4         27         26         58         39:
Old  :        89:        29         11          4         27         26         58         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       47.3       42.9       61.9       28.8       47.3       42.6       61.9
Old  :                 28.9       47.3       42.9       61.9       28.8       47.3       42.6       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     8,525:     6,069      6,327        900      1,448      1,293      8,417      8,520:       108          5
Old  :     8,525:     6,069      6,327        900      1,448      1,293      8,417      8,520:       108          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :       186:       188         88          0          0        101        188        189:        -2         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.2       74.2       10.6       17.0       15.2       98.7       99.9:       1.3        0.1
Old  :     100.0:      71.2       74.2       10.6       17.0       15.2       98.7       99.9:       1.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         9          8          2          1          3         11         12:
Old  :        21:         9          8          2          1          3         11         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.2       75.6       94.8       93.9       76.9       68.8       86.5       85.2
Old  :                 78.2       75.6       94.8       93.9       76.9       68.8       86.5       85.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :     9,951:     1,284      3,741         70      8,276      6,102      9,630      9,913:       321         38
Old  :     9,951:     1,284      3,741         70      8,276      6,102      9,630      9,913:       321         38
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :      -419:      -292        945         44       -167         85       -415      1,074:        -4     -1,493
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       37.6        0.7       83.2       61.3       96.8       99.6:       3.2        0.4
Old  :     100.0:      12.9       37.6        0.7       83.2       61.3       96.8       99.6:       3.2        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         7          7          1          6         10         14         17:
Old  :        29:         7          7          1          6         10         14         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.4       79.5       92.9       90.5       81.4       78.8       92.9       89.7
Old  :                 81.4       79.5       92.9       90.5       81.4       78.8       92.9       89.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    14,378:     2,198      3,207          0     11,868     11,127     14,066     14,334:       312         44
Old  :    14,378:     2,198      3,207          0     11,868     11,127     14,066     14,334:       312         44
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :       164:       275       -308          0       -105        453        170        145:        -6         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       22.3        0.0       82.5       77.4       97.8       99.7:       2.2        0.3
Old  :     100.0:      15.3       22.3        0.0       82.5       77.4       97.8       99.7:       2.2        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         8          7          0          4         15         12         22:
Old  :        33:         8          7          0          4         15         12         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.8       69.3       96.4       85.4       87.8       69.3       96.4       85.4
Old  :                 87.8       69.3       96.4       85.4       87.8       69.3       96.4       85.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 3, 2012