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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, August 14, 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  :   450,799:   155,000     99,465     60,231    197,897    238,740    413,128    398,436:    37,671     52,363
Old  :   373,675:   134,988     93,186     31,013    175,512    209,358    341,513    333,557:    32,162     40,118
Other:    77,124:    29,515     15,782     19,715     22,385     29,382     71,615     64,879:     5,509     12,245
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :   -12,344:    -1,712       -129     -4,883     -5,308     -9,619    -11,903    -14,631:      -441      2,287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4       22.1       13.4       43.9       53.0       91.6       88.4:       8.4       11.6
Old  :     100.0:      36.1       24.9        8.3       47.0       56.0       91.4       89.3:       8.6       10.7
Other:     100.0:      38.3       20.5       25.6       29.0       38.1       92.9       84.1:       7.1       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       383:       134        110        118         86        117        290        285:
Old  :       375:       131        107        104         79        114        270        273:
Other:       196:        39         52         24         38         90         95        156:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.2       19.2       30.5       28.9       17.7       16.1       28.8       23.3
Old  :                 21.2       19.9       34.2       29.6       20.8       18.9       32.4       27.5
Other:                 43.8       29.0       60.1       39.9       28.9        9.9       36.8       15.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 14, 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  : 1,212,846:   406,578     90,481    126,747    540,811    780,437  1,074,136    997,665:   138,710    215,181
Old  :   172,846:    78,060     25,785      8,200     62,993    119,507    149,253    153,492:    23,593     19,354
Other: 1,040,000:   353,067     89,245     93,998    477,818    660,930    924,883    844,173:   115,117    195,827
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :    25,798:    17,512     -7,272     12,366     -9,461     16,717     20,417     21,811:     5,381      3,987
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        7.5       10.5       44.6       64.3       88.6       82.3:      11.4       17.7
Old  :     100.0:      45.2       14.9        4.7       36.4       69.1       86.4       88.8:      13.6       11.2
Other:     100.0:      33.9        8.6        9.0       45.9       63.6       88.9       81.2:      11.1       18.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       794:       215        137        182        249        378        553        624:
Old  :       520:       123         71         15        149        211        276        293:
Other:       784:       203        151        142        181        371        462        595:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.3       11.8       24.2       19.2       11.9        8.8       20.3       13.6
Old  :                 18.1       30.1       29.0       38.9       18.1       29.1       29.0       37.6
Other:                 14.8       12.0       24.6       18.7       11.8        9.6       20.5       13.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 14, 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  :    10,457:     3,146        548         69      4,993      9,063      8,208      9,680:     2,249        777
Old  :    10,445:     3,146        544         69      4,981      9,058      8,196      9,671:     2,249        774
Other:        12:         0          4          0         12          5         12          9:         0          3
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :       303:       145         73        -62        163        244        246        255:        57         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1        5.2        0.7       47.7       86.7       78.5       92.6:      21.5        7.4
Old  :     100.0:      30.1        5.2        0.7       47.7       86.7       78.5       92.6:      21.5        7.4
Other:     100.0:       0.0       33.3        0.0      100.0       41.7      100.0       75.0:       0.0       25.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        18          7          4         13         12         33         21:
Old  :        42:        18          7          4         13         12         33         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  :                 32.5       69.7       53.6       85.6       30.3       61.0       46.4       75.6
Old  :                 32.5       69.8       53.7       85.7       30.4       61.1       46.4       75.8
Other:                100.0       75.0      100.0       75.0       83.3       58.3       83.3       58.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 14, 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  :   741,673:   300,245     69,947     89,639    283,358    508,877    673,242    668,463:    68,431     73,210
Old  :   713,848:   292,601     69,482     84,140    271,578    490,473    648,319    644,095:    65,529     69,753
Other:    27,825:    12,981      5,802        162     11,780     18,404     24,923     24,368:     2,902      3,457
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :   -11,234:    -3,034     -1,055     -5,066     -4,172     -9,680    -12,272    -15,801:     1,038      4,567
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5        9.4       12.1       38.2       68.6       90.8       90.1:       9.2        9.9
Old  :     100.0:      41.0        9.7       11.8       38.0       68.7       90.8       90.2:       9.2        9.8
Other:     100.0:      46.7       20.9        0.6       42.3       66.1       89.6       87.6:      10.4       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       590:       224        121        163        153        211        455        434:
Old  :       587:       218        129        160        151        207        448        429:
Other:       223:        35         48          6         32        118         70        169:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       19.4       21.8       29.7        9.2       16.3       15.8       23.2
Old  :                 14.1       18.6       21.7       29.1       11.1       17.0       17.9       24.2
Other:                 43.8       51.6       55.9       61.4       43.8       51.6       55.8       61.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 14, 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  :   331,417:    68,400     55,748     50,782    181,618    195,548    300,800    302,078:    30,617     29,339
Old  :    55,163:    19,046     12,908        702     30,833     37,074     50,581     50,684:     4,582      4,479
Other:   276,254:    63,233     56,719     36,201    150,785    158,474    250,219    251,394:    26,035     24,860
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :       -50:      -732    -10,617      8,769    -10,224      3,810     -2,187      1,962:     2,137     -2,012
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       16.8       15.3       54.8       59.0       90.8       91.1:       9.2        8.9
Old  :     100.0:      34.5       23.4        1.3       55.9       67.2       91.7       91.9:       8.3        8.1
Other:     100.0:      22.9       20.5       13.1       54.6       57.4       90.6       91.0:       9.4        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        79         67         93         76         65        213        192:
Old  :       162:        60         27         10         35         44         97         79:
Other:       252:        77         77         72         73         57        191        175:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.6       25.0       27.1       35.4       12.1       20.2       20.5       28.5
Old  :                 41.4       28.3       52.6       42.9       41.4       27.8       52.2       42.4
Other:                 16.1       25.5       27.0       36.9       13.5       19.4       23.0       28.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 14, 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  :   596,175:    81,020     60,212      9,128    349,428    396,966    439,576    466,306:   156,599    129,869
Old  :   596,175:    81,020     60,212      9,128    349,428    396,966    439,576    466,306:   156,599    129,869
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :    -9,632:    -3,237      2,886      1,136     -3,162    -10,795     -5,263     -6,773:    -4,369     -2,859
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       10.1        1.5       58.6       66.6       73.7       78.2:      26.3       21.8
Old  :     100.0:      13.6       10.1        1.5       58.6       66.6       73.7       78.2:      26.3       21.8
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  :       162:        29         32         16         69         79        108        117:
Old  :       162:        29         32         16         69         79        108        117:
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  :                 22.3       15.5       31.3       27.5       18.4       14.2       26.5       25.6
Old  :                 22.3       15.5       31.3       27.5       18.4       14.2       26.5       25.6
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, August 14, 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  :   359,604:    45,337     25,635        483    248,427    281,376    294,247    307,494:    65,357     52,110
Old  :   359,604:    45,337     25,635        483    248,427    281,376    294,247    307,494:    65,357     52,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :     7,344:    -1,923        -61       -166      7,168     13,106      5,079     12,879:     2,265     -5,535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6        7.1        0.1       69.1       78.2       81.8       85.5:      18.2       14.5
Old  :     100.0:      12.6        7.1        0.1       69.1       78.2       81.8       85.5:      18.2       14.5
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  :        69:         7          5          3         34         42         43         48:
Old  :        69:         7          5          3         34         42         43         48:
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  :                 34.6       39.6       51.0       50.2       32.9       39.3       45.2       49.2
Old  :                 34.6       39.6       51.0       50.2       32.9       39.3       45.2       49.2
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, August 14, 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  :    12,226:     2,371        336      2,859      6,425      8,812     11,655     12,007:       571        219
Old  :    12,226:     2,371        336      2,859      6,425      8,812     11,655     12,007:       571        219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :      -173:        -7        147         25       -115       -381        -97       -209:       -76         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        2.7       23.4       52.6       72.1       95.3       98.2:       4.7        1.8
Old  :     100.0:      19.4        2.7       23.4       52.6       72.1       95.3       98.2:       4.7        1.8
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  :        47:        14          3          7         24         23         41         31:
Old  :        47:        14          3          7         24         23         41         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  :                 58.2       49.9       70.1       72.8       15.6       20.1       22.7       27.1
Old  :                 58.2       49.9       70.1       72.8       15.6       20.1       22.7       27.1
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, August 14, 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  :   253,617:    87,786      7,743     44,185     74,357    175,795    206,328    227,723:    47,289     25,894
Old  :    40,639:    22,485      2,204          4      9,755     33,071     32,244     35,279:     8,395      5,360
Other:   212,978:    77,185     17,423     32,297     64,602    142,724    174,084    192,444:    38,894     20,534
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :     8,830:     7,033       -394      2,190     -2,991      7,583      6,232      9,379:     2,598       -549
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6        3.1       17.4       29.3       69.3       81.4       89.8:      18.6       10.2
Old  :     100.0:      55.3        5.4        0.0       24.0       81.4       79.3       86.8:      20.7       13.2
Other:     100.0:      36.2        8.2       15.2       30.3       67.0       81.7       90.4:      18.3        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        85         25         72         65         66        193        147:
Old  :       129:        43         15          1         37         42         80         58:
Other:       213:        78         42         61         61         57        176        135:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.4       31.7       18.2       43.6        8.1       28.7       14.3       38.3
Old  :                 24.7       34.4       34.7       50.1       24.7       32.4       34.7       47.6
Other:                  9.8       31.3       18.2       44.4        9.4       28.3       16.7       38.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 14, 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  :    13,865:     3,944      4,496        506      6,934      7,770     11,384     12,772:     2,481      1,093
Old  :    13,862:     3,944      4,495        506      6,931      7,770     11,381     12,771:     2,481      1,091
Other:         3:         0          1          0          3          0          3          1:         0          2
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :      -181:      -353         -9         64        300       -133         11        -78:      -192       -103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       32.4        3.6       50.0       56.0       82.1       92.1:      17.9        7.9
Old  :     100.0:      28.5       32.4        3.7       50.0       56.1       82.1       92.1:      17.9        7.9
Other:     100.0:       0.0       33.3        0.0      100.0        0.0      100.0       33.3:       0.0       66.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        22         25         12         22         11         54         40:
Old  :        75:        22         25         12         21         11         53         40:
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  :                 33.7       46.4       48.2       61.3       33.7       45.3       47.0       58.1
Old  :                 33.7       46.4       48.2       61.3       33.7       45.3       47.0       58.2
Other:                100.0       33.3      100.0       33.3      100.0       33.3      100.0       33.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, August 14, 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  : 1,012,471:   327,482    178,366     25,663    534,892    729,632    888,037    933,661:   124,434     78,810
Old  : 1,012,471:   327,482    178,366     25,663    534,892    729,632    888,037    933,661:   124,434     78,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :   -25,231:   -37,835     23,447      5,146     17,106    -56,999    -15,583    -28,406:    -9,648      3,175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3       17.6        2.5       52.8       72.1       87.7       92.2:      12.3        7.8
Old  :     100.0:      32.3       17.6        2.5       52.8       72.1       87.7       92.2:      12.3        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  :       220:        49         32         15         95        105        151        145:
Old  :       220:        49         32         15         95        105        151        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  :                 18.1       34.9       28.1       44.2       17.5       33.6       26.4       41.4
Old  :                 18.1       34.9       28.1       44.2       17.5       33.6       26.4       41.4
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, August 14, 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  : 1,647,982:   243,115    210,779     40,450  1,082,256  1,105,008  1,365,821  1,356,237:   282,161    291,745
Old  : 1,647,982:   243,115    210,779     40,450  1,082,256  1,105,008  1,365,821  1,356,237:   282,161    291,745
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :    -7,138:    13,268    -33,663      3,191    -33,800     29,385    -17,341     -1,087:    10,203     -6,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       12.8        2.5       65.7       67.1       82.9       82.3:      17.1       17.7
Old  :     100.0:      14.8       12.8        2.5       65.7       67.1       82.9       82.3:      17.1       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  :       266:        36         58         36        115        135        176        204:
Old  :       266:        36         58         36        115        135        176        204:
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  :                 30.4       18.3       39.6       26.3       29.4       15.3       36.7       22.3
Old  :                 30.4       18.3       39.6       26.3       29.4       15.3       36.7       22.3
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, August 14, 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  : 1,207,505:   221,620    111,990     10,284    752,056    848,407    983,960    970,681:   223,545    236,824
Old  : 1,207,505:   221,620    111,990     10,284    752,056    848,407    983,960    970,681:   223,545    236,824
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :    18,996:   -14,063      2,677     -6,243     45,802     21,783     25,496     18,217:    -6,500        779
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        9.3        0.9       62.3       70.3       81.5       80.4:      18.5       19.6
Old  :     100.0:      18.4        9.3        0.9       62.3       70.3       81.5       80.4:      18.5       19.6
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  :       185:        36         25         19         81         93        124        130:
Old  :       185:        36         25         19         81         93        124        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  :                 20.7       23.4       34.6       33.9       18.8       22.7       31.0       32.5
Old  :                 20.7       23.4       34.6       33.9       18.8       22.7       31.0       32.5
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, August 14, 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  :   444,832:    19,423     44,867     60,237    341,930    298,640    421,590    403,744:    23,242     41,088
Old  :   444,832:    19,423     44,867     60,237    341,930    298,640    421,590    403,744:    23,242     41,088
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :     9,530:     5,134     -3,805     -1,101      8,612     12,848     12,645      7,942:    -3,115      1,588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       10.1       13.5       76.9       67.1       94.8       90.8:       5.2        9.2
Old  :     100.0:       4.4       10.1       13.5       76.9       67.1       94.8       90.8:       5.2        9.2
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  :        88:        20         15         24         45         45         75         75:
Old  :        88:        20         15         24         45         45         75         75:
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  :                 44.7       29.3       52.8       48.0       33.4       21.7       38.6       34.1
Old  :                 44.7       29.3       52.8       48.0       33.4       21.7       38.6       34.1
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, August 14, 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  :    52,112:    18,140      6,048         30     25,260     40,485     43,429     46,563:     8,683      5,550
Old  :    52,112:    18,140      6,048         30     25,260     40,485     43,429     46,563:     8,683      5,550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :      -270:    -1,695        191        -74        932        126       -837        244:       567       -514
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       11.6        0.1       48.5       77.7       83.3       89.4:      16.7       10.6
Old  :     100.0:      34.8       11.6        0.1       48.5       77.7       83.3       89.4:      16.7       10.6
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  :        93:        29         15          5         30         26         61         44:
Old  :        93:        29         15          5         30         26         61         44:
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  :                 29.1       46.8       43.4       62.9       29.1       46.8       43.4       62.9
Old  :                 29.1       46.8       43.4       62.9       29.1       46.8       43.4       62.9
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, August 14, 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  :   104,224:    36,279     12,095         60     50,519     80,970     86,858     93,125:    17,366     11,099
Old  :   104,224:    36,279     12,095         60     50,519     80,970     86,858     93,125:    17,366     11,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :      -540:    -3,390        382       -147      1,864        252     -1,673        487:     1,133     -1,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       11.6        0.1       48.5       77.7       83.3       89.4:      16.7       10.6
Old  :     100.0:      34.8       11.6        0.1       48.5       77.7       83.3       89.4:      16.7       10.6
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  :        93:        29         15          5         30         26         61         44:
Old  :        93:        29         15          5         30         26         61         44:
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  :                 29.1       46.8       43.4       62.9       29.1       46.8       43.4       62.9
Old  :                 29.1       46.8       43.4       62.9       29.1       46.8       43.4       62.9
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, August 14, 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  :     8,431:     5,914      6,451        900      1,448      1,075      8,262      8,426:       169          5
Old  :     8,431:     5,914      6,451        900      1,448      1,075      8,262      8,426:       169          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :        71:        16        126          0          0        -55         16         71:        55          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.1       76.5       10.7       17.2       12.8       98.0       99.9:       2.0        0.1
Old  :     100.0:      70.1       76.5       10.7       17.2       12.8       98.0       99.9:       2.0        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  :        20:         7         10          2          1          2          9         13:
Old  :        20:         7         10          2          1          2          9         13:
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  :                 79.1       76.4       96.3       94.0       77.7       69.5       87.3       85.2
Old  :                 79.1       76.4       96.3       94.0       77.7       69.5       87.3       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, August 14, 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  :    10,845:     1,338      4,548         50      9,139      6,206     10,527     10,804:       318         41
Old  :    10,845:     1,338      4,548         50      9,139      6,206     10,527     10,804:       318         41
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :      -164:        16       -389         10       -178        212       -152       -167:       -12          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       41.9        0.5       84.3       57.2       97.1       99.6:       2.9        0.4
Old  :     100.0:      12.3       41.9        0.5       84.3       57.2       97.1       99.6:       2.9        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  :                 82.7       82.1       93.8       91.6       82.7       81.6       93.8       91.1
Old  :                 82.7       82.1       93.8       91.6       82.7       81.6       93.8       91.1
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, August 14, 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  :    14,946:     2,205      3,258          0     12,469     11,647     14,674     14,905:       272         41
Old  :    14,946:     2,205      3,258          0     12,469     11,647     14,674     14,905:       272         41
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :       -92:       -51        916          0         -5     -1,017        -56       -101:       -36          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       21.8        0.0       83.4       77.9       98.2       99.7:       1.8        0.3
Old  :     100.0:      14.8       21.8        0.0       83.4       77.9       98.2       99.7:       1.8        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  :        31:         7          7          0          4         14         11         21:
Old  :        31:         7          7          0          4         14         11         21:
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  :                 89.0       70.0       97.1       85.5       89.0       70.0       97.1       85.5
Old  :                 89.0       70.0       97.1       85.5       89.0       70.0       97.1       85.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 17, 2012