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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, September 4, 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  :   445,142:   157,905    102,336     59,514    191,697    232,820    409,116    394,670:    36,026     50,472
Old  :   360,109:   134,417     96,524     26,725    168,960    199,103    330,102    322,352:    30,007     37,757
Other:    85,033:    35,377     17,701     20,900     22,737     33,717     79,014     72,318:     6,019     12,715
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :     2,023:     8,006      6,007       -535     -5,316     -3,063      2,155      2,409:      -132       -386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5       23.0       13.4       43.1       52.3       91.9       88.7:       8.1       11.3
Old  :     100.0:      37.3       26.8        7.4       46.9       55.3       91.7       89.5:       8.3       10.5
Other:     100.0:      41.6       20.8       24.6       26.7       39.7       92.9       85.0:       7.1       15.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       374:       134        104        114         80        118        276        283:
Old  :       363:       128        105         92         69        109        248        262:
Other:       204:        41         53         24         41         95         99        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  :                 18.7       19.5       31.1       29.5       17.7       15.7       29.8       24.3
Old  :                 21.6       20.4       35.7       30.5       20.9       19.2       34.8       28.9
Other:                 41.5       27.3       57.1       37.9       28.6        9.8       38.3       16.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 4, 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  : 1,178,391:   430,977     82,874    114,251    495,467    772,568  1,040,695    969,693:   137,696    208,698
Old  : 1,085,548:   401,673     96,788     90,504    464,698    710,237    956,875    897,529:   128,673    188,019
Other:    92,843:    52,625      9,407        426     30,769     62,331     83,820     72,164:     9,023     20,679
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :   -31,666:     6,421     -4,212     -7,128    -27,713    -18,609    -28,420    -29,949:    -3,246     -1,717
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6        7.0        9.7       42.0       65.6       88.3       82.3:      11.7       17.7
Old  :     100.0:      37.0        8.9        8.3       42.8       65.4       88.1       82.7:      11.9       17.3
Other:     100.0:      56.7       10.1        0.5       33.1       67.1       90.3       77.7:       9.7       22.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       813:       220        139        152        217        383        512        614:
Old  :       809:       214        142        144        208        378        495        606:
Other:       406:        47         59          9         58        263        110        329:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       12.3       24.1       19.4       11.8        9.7       20.3       14.9
Old  :                 14.5       11.0       24.8       18.6       12.3       10.1       21.5       15.6
Other:                 48.3       30.4       58.6       37.0       48.3       30.4       58.6       36.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 4, 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  :    11,588:     4,485        870         74      4,564      9,881      9,123     10,825:     2,465        763
Old  :    11,574:     4,485        865         74      4,552      9,876      9,111     10,815:     2,463        759
Other:        14:         0          5          0         12          5         12         10:         2          4
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :       661:       791        176         15       -307        535        499        726:       162        -65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7        7.5        0.6       39.4       85.3       78.7       93.4:      21.3        6.6
Old  :     100.0:      38.8        7.5        0.6       39.3       85.3       78.7       93.4:      21.3        6.6
Other:     100.0:       0.0       35.7        0.0       85.7       35.7       85.7       71.4:      14.3       28.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        21          8          5         11         11         35         21:
Old  :        46:        21          8          5         10         11         34         21:
Other:         4:         0          1          0          2          2          2          3:
     :----------------------------------------------------------------------------------------------------
     :             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       70.6       54.5       85.0       34.3       63.2       49.2       77.6
Old  :                 36.0       70.7       54.5       85.1       34.3       63.4       49.2       77.7
Other:                 85.7       71.4       85.7       71.4       71.4       57.1       71.4       57.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 4, 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  :   742,721:   303,032     70,387     94,059    267,934    501,699    665,025    666,145:    77,696     76,576
Old  :   710,757:   294,805     71,329     86,103    255,888    480,866    636,796    638,298:    73,961     72,459
Other:    31,964:    15,956      6,787        227     12,046     20,833     28,229     27,847:     3,735      4,117
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :       645:     8,636        371     -3,738     -4,573      1,275        325     -2,092:       320      2,737
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.8        9.5       12.7       36.1       67.5       89.5       89.7:      10.5       10.3
Old  :     100.0:      41.5       10.0       12.1       36.0       67.7       89.6       89.8:      10.4       10.2
Other:     100.0:      49.9       21.2        0.7       37.7       65.2       88.3       87.1:      11.7       12.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       631:       252        131        176        150        211        488        446:
Old  :       627:       243        139        170        147        208        478        441:
Other:       242:        46         50          6         33        125         83        177:
     :----------------------------------------------------------------------------------------------------
     :             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       19.5       21.6       30.1        9.0       17.0       15.8       23.8
Old  :                 13.6       19.7       21.5       29.7       10.9       17.9       17.9       24.9
Other:                 38.7       53.7       50.8       62.9       38.7       53.7       50.6       62.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 4, 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  :   337,865:    90,380     48,659     43,981    159,126    220,256    293,487    312,896:    44,378     24,969
Old  :   326,838:    91,993     50,378     38,324    154,275    214,319    284,592    303,021:    42,246     23,817
Other:    11,027:     2,112      2,006      1,932      4,851      5,937      8,895      9,875:     2,132      1,152
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :     1,672:     6,566     -3,611     -5,875     -4,574     12,761     -3,883      3,275:     5,555     -1,603
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       14.4       13.0       47.1       65.2       86.9       92.6:      13.1        7.4
Old  :     100.0:      28.1       15.4       11.7       47.2       65.6       87.1       92.7:      12.9        7.3
Other:     100.0:      19.2       18.2       17.5       44.0       53.8       80.7       89.6:      19.3       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       269:        94         64         81         70         67        216        179:
Old  :       269:        96         67         81         70         67        216        179:
Other:        38:        11          5          9         16         10         31         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       31.5       21.8       43.9       10.8       26.3       18.8       36.1
Old  :                 13.1       32.0       22.3       44.3       11.1       27.2       19.2       36.8
Other:                 33.9       47.1       51.5       68.6       33.1       47.1       46.5       60.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 4, 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  :   614,505:    65,314     50,683      8,271    388,940    415,537    462,525    474,491:   151,980    140,014
Old  :   614,505:    65,314     50,683      8,271    388,940    415,537    462,525    474,491:   151,980    140,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :   -26,659:     8,167    -10,593     -5,917    -17,579     -1,921    -15,329    -18,431:   -11,330     -8,228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        8.2        1.3       63.3       67.6       75.3       77.2:      24.7       22.8
Old  :     100.0:      10.6        8.2        1.3       63.3       67.6       75.3       77.2:      24.7       22.8
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  :       137:        23         25          9         61         69         89         98:
Old  :       137:        23         25          9         61         69         89         98:
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  :                 21.1       18.1       30.5       29.1       16.7       12.6       23.9       22.6
Old  :                 21.1       18.1       30.5       29.1       16.7       12.6       23.9       22.6
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, September 4, 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  :   383,613:    43,649     33,089      9,545    263,266    282,218    316,460    324,852:    67,153     58,761
Old  :   383,613:    43,649     33,089      9,545    263,266    282,218    316,460    324,852:    67,153     58,761
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :    -1,388:       324      8,069     -1,029      8,937        140      8,232      7,180:    -9,620     -8,568
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        8.6        2.5       68.6       73.6       82.5       84.7:      17.5       15.3
Old  :     100.0:      11.4        8.6        2.5       68.6       73.6       82.5       84.7:      17.5       15.3
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  :        67:         7          7          5         38         41         48         50:
Old  :        67:         7          7          5         38         41         48         50:
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  :                 32.8       42.5       48.6       52.9       31.7       39.0       43.7       48.6
Old  :                 32.8       42.5       48.6       52.9       31.7       39.0       43.7       48.6
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, September 4, 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  :    11,246:     1,983        190      2,645      5,999      8,139     10,627     10,974:       619        272
Old  :    11,246:     1,983        190      2,645      5,999      8,139     10,627     10,974:       619        272
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :      -735:       -64        -12       -211       -463       -515       -738       -738:         3          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        1.7       23.5       53.3       72.4       94.5       97.6:       5.5        2.4
Old  :     100.0:      17.6        1.7       23.5       53.3       72.4       94.5       97.6:       5.5        2.4
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  :        40:        12          3          8         21         21         36         30:
Old  :        40:        12          3          8         21         21         36         30:
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  :                 58.3       53.0       72.0       74.9       14.5       19.4       19.5       25.4
Old  :                 58.3       53.0       72.0       74.9       14.5       19.4       19.5       25.4
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, September 4, 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  :   251,907:    85,410     11,914     41,485     76,521    174,607    203,416    228,006:    48,491     23,901
Old  :   242,366:    82,938     11,756     38,944     73,068    168,680    194,950    219,380:    47,416     22,986
Other:     9,541:     2,947        633      2,066      3,453      5,927      8,466      8,626:     1,075        915
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :    -5,699:      -352      1,157     -3,245     -2,152     -1,889     -5,749     -3,977:        50     -1,722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9        4.7       16.5       30.4       69.3       80.8       90.5:      19.2        9.5
Old  :     100.0:      34.2        4.9       16.1       30.1       69.6       80.4       90.5:      19.6        9.5
Other:     100.0:      30.9        6.6       21.7       36.2       62.1       88.7       90.4:      11.3        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        87         31         73         77         70        207        157:
Old  :       238:        90         30         72         77         70        205        157:
Other:        40:         8          5          2         25         11         34         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.3       33.7       18.0       46.5        8.3       29.0       14.3       39.6
Old  :                 10.1       33.5       18.1       46.1        8.6       28.7       14.7       39.8
Other:                 48.3       56.3       65.0       77.3       35.1       39.0       48.2       54.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 4, 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  :    13,267:     3,060      5,106        213      7,182      6,654     10,455     11,973:     2,812      1,294
Old  :    13,262:     3,062      5,105        211      7,179      6,654     10,452     11,970:     2,810      1,292
Other:         5:         0          3          0          3          0          3          3:         2          2
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :    -1,297:      -310        688     -1,040        100     -1,038     -1,250     -1,390:       -47         93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       38.5        1.6       54.1       50.2       78.8       90.2:      21.2        9.8
Old  :     100.0:      23.1       38.5        1.6       54.1       50.2       78.8       90.3:      21.2        9.7
Other:     100.0:       0.0       60.0        0.0       60.0        0.0       60.0       60.0:      40.0       40.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        21         18          9         24          9         51         31:
Old  :        65:        21         18          9         23          9         50         31:
Other:         3:         0          2          0          1          0          1          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 37.2       47.2       52.9       62.8       37.2       46.4       52.9       61.7
Old  :                 37.2       47.3       53.0       62.8       37.2       46.4       53.0       61.7
Other:                 60.0       60.0       60.0       60.0       60.0       60.0       60.0       60.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, September 4, 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  : 1,012,922:   319,601    175,491     23,610    535,641    740,415    878,852    939,516:   134,070     73,406
Old  : 1,012,922:   319,601    175,491     23,610    535,641    740,415    878,852    939,516:   134,070     73,406
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :    38,560:    52,044     32,695     -8,015     -4,670     34,287     39,359     58,967:      -799    -20,407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       17.3        2.3       52.9       73.1       86.8       92.8:      13.2        7.2
Old  :     100.0:      31.6       17.3        2.3       52.9       73.1       86.8       92.8:      13.2        7.2
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  :       212:        49         30         15         92         91        147        130:
Old  :       212:        49         30         15         92         91        147        130:
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  :                 16.3       34.5       28.1       46.0       16.0       30.7       26.7       40.1
Old  :                 16.3       34.5       28.1       46.0       16.0       30.7       26.7       40.1
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, September 4, 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  : 1,585,291:   293,736    185,051     31,652    956,614  1,087,588  1,282,002  1,304,291:   303,289    281,000
Old  : 1,585,291:   293,736    185,051     31,652    956,614  1,087,588  1,282,002  1,304,291:   303,289    281,000
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :   -19,608:    71,093     13,100    -19,686    -52,305     23,884       -898     17,298:   -18,710    -36,906
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       11.7        2.0       60.3       68.6       80.9       82.3:      19.1       17.7
Old  :     100.0:      18.5       11.7        2.0       60.3       68.6       80.9       82.3:      19.1       17.7
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  :       243:        37         50         23        101        131        151        191:
Old  :       243:        37         50         23        101        131        151        191:
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  :                 25.2       24.1       36.0       31.7       23.9       19.0       32.4       26.0
Old  :                 25.2       24.1       36.0       31.7       23.9       19.0       32.4       26.0
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, September 4, 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  : 1,264,148:   276,658    135,672     18,049    721,157    864,145  1,015,864  1,017,866:   248,284    246,282
Old  : 1,264,148:   276,658    135,672     18,049    721,157    864,145  1,015,864  1,017,866:   248,284    246,282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :   -32,065:    46,440     31,032    -10,303    -65,113    -50,124    -28,976    -29,395:    -3,089     -2,670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       10.7        1.4       57.0       68.4       80.4       80.5:      19.6       19.5
Old  :     100.0:      21.9       10.7        1.4       57.0       68.4       80.4       80.5:      19.6       19.5
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  :       181:        39         29         18         72         90        120        128:
Old  :       181:        39         29         18         72         90        120        128:
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  :                 19.1       24.4       31.8       36.8       17.5       24.2       29.1       34.7
Old  :                 19.1       24.4       31.8       36.8       17.5       24.2       29.1       34.7
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, September 4, 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  :   413,277:    12,481     52,418     62,660    314,002    263,786    389,143    378,864:    24,134     34,413
Old  :   413,277:    12,481     52,418     62,660    314,002    263,786    389,143    378,864:    24,134     34,413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :   -69,861:   -19,780     -9,962        103    -44,820    -58,225    -64,497    -68,084:    -5,364     -1,777
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0       12.7       15.2       76.0       63.8       94.2       91.7:       5.8        8.3
Old  :     100.0:       3.0       12.7       15.2       76.0       63.8       94.2       91.7:       5.8        8.3
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  :        81:        12         21         26         40         41         68         73:
Old  :        81:        12         21         26         40         41         68         73:
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  :                 42.6       30.6       51.0       50.3       32.6       24.2       38.0       36.0
Old  :                 42.6       30.6       51.0       50.3       32.6       24.2       38.0       36.0
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, September 4, 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  :    56,223:    18,913      6,026        744     28,104     44,347     47,760     51,117:     8,463      5,107
Old  :    56,223:    18,913      6,026        744     28,104     44,347     47,760     51,117:     8,463      5,107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :    -2,653:    -3,130        939        128      1,044     -3,757     -1,959     -2,690:      -695         37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       10.7        1.3       50.0       78.9       84.9       90.9:      15.1        9.1
Old  :     100.0:      33.6       10.7        1.3       50.0       78.9       84.9       90.9:      15.1        9.1
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  :        91:        31         11          4         32         25         64         39:
Old  :        91:        31         11          4         32         25         64         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  :                 26.5       52.1       40.6       65.9       25.3       52.0       39.4       65.9
Old  :                 26.5       52.1       40.6       65.9       25.3       52.0       39.4       65.9
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, September 4, 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  :   112,446:    37,825     12,052      1,487     56,208     88,694     95,520    102,233:    16,926     10,213
Old  :   112,446:    37,825     12,052      1,487     56,208     88,694     95,520    102,233:    16,926     10,213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :    -5,306:    -6,259      1,878        255      2,087     -7,513     -3,917     -5,380:    -1,389         74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       10.7        1.3       50.0       78.9       84.9       90.9:      15.1        9.1
Old  :     100.0:      33.6       10.7        1.3       50.0       78.9       84.9       90.9:      15.1        9.1
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  :        91:        31         11          4         32         25         64         39:
Old  :        91:        31         11          4         32         25         64         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  :                 26.5       52.1       40.6       65.9       25.3       52.0       39.4       65.9
Old  :                 26.5       52.1       40.6       65.9       25.3       52.0       39.4       65.9
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, September 4, 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  :     8,614:     6,222      6,614        954      1,293      1,041      8,469      8,609:       145          5
Old  :     8,614:     6,222      6,614        954      1,293      1,041      8,469      8,609:       145          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :       182:       182        185          0          0         -3        182        182:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.2       76.8       11.1       15.0       12.1       98.3       99.9:       1.7        0.1
Old  :     100.0:      72.2       76.8       11.1       15.0       12.1       98.3       99.9:       1.7        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          9          3          1          2         12         12:
Old  :        21:         9          9          3          1          2         12         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  :                 75.6       77.0       93.7       95.4       74.3       70.3       85.3       86.0
Old  :                 75.6       77.0       93.7       95.4       74.3       70.3       85.3       86.0
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, September 4, 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  :    11,736:     1,225      4,841         33     10,232      6,796     11,490     11,670:       246         66
Old  :    11,736:     1,225      4,841         33     10,232      6,796     11,490     11,670:       246         66
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :     1,117:       -16      1,047         26      1,117         44      1,127      1,117:       -10          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       41.2        0.3       87.2       57.9       97.9       99.4:       2.1        0.6
Old  :     100.0:      10.4       41.2        0.3       87.2       57.9       97.9       99.4:       2.1        0.6
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          8          2          6          9         15         17:
Old  :        29:         7          8          2          6          9         15         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  :                 85.8       80.4       95.1       90.6       85.8       80.2       95.1       90.2
Old  :                 85.8       80.4       95.1       90.6       85.8       80.2       95.1       90.2
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, September 4, 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  :    14,645:     1,792      2,818        323     12,336     11,480     14,451     14,621:       194         24
Old  :    14,645:     1,792      2,818        323     12,336     11,480     14,451     14,621:       194         24
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :       121:       -96       -159        222         44        175        170        238:       -49       -117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       19.2        2.2       84.2       78.4       98.7       99.8:       1.3        0.2
Old  :     100.0:      12.2       19.2        2.2       84.2       78.4       98.7       99.8:       1.3        0.2
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  :        30:         5          7          2          4         15         10         23:
Old  :        30:         5          7          2          4         15         10         23:
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  :                 90.1       73.0       97.9       87.8       90.1       70.8       96.2       85.7
Old  :                 90.1       73.0       97.9       87.8       90.1       70.8       96.2       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 4, 2012