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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, July 10, 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  :   433,284:   132,529     95,661     61,179    205,115    225,592    398,823    382,432:    34,461     50,852
Old  :   372,937:   118,524     87,883     39,374    183,977    204,054    341,875    331,311:    31,062     41,626
Other:    60,347:    18,548     12,321     17,262     21,138     21,538     56,948     51,121:     3,399      9,226
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :     9,733:     7,587     -3,186     -1,178        154     12,099      6,563      7,735:     3,170      1,998
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       22.1       14.1       47.3       52.1       92.0       88.3:       8.0       11.7
Old  :     100.0:      31.8       23.6       10.6       49.3       54.7       91.7       88.8:       8.3       11.2
Other:     100.0:      30.7       20.4       28.6       35.0       35.7       94.4       84.7:       5.6       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       365:       127        108        104         76        114        266        270:
Old  :       360:       125        108         97         68        113        251        264:
Other:       156:        21         45         16         32         77         68        128:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       18.0       32.0       27.0       18.9       14.9       29.7       22.4
Old  :                 22.6       18.8       35.5       27.4       21.6       17.9       33.0       26.2
Other:                 55.0       36.4       71.6       45.3       35.1       11.1       41.5       16.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 10, 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  : 1,088,659:   307,576    112,691     98,056    546,109    676,384    951,741    887,131:   136,918    201,528
Old  :   367,341:   145,697     61,918     12,866    174,522    251,309    333,085    326,093:    34,256     41,248
Other:   721,318:   206,553     95,447     40,516    371,587    425,075    618,656    561,038:   102,662    160,280
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    52,221:    15,614      3,310     -5,995     39,051     53,278     48,670     50,593:     3,551      1,628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       10.4        9.0       50.2       62.1       87.4       81.5:      12.6       18.5
Old  :     100.0:      39.7       16.9        3.5       47.5       68.4       90.7       88.8:       9.3       11.2
Other:     100.0:      28.6       13.2        5.6       51.5       58.9       85.8       77.8:      14.2       22.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       702:       179        131        153        195        332        461        548:
Old  :       544:       129         83         23        115        253        253        351:
Other:       659:       153        133        108        153        315        369        503:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       12.1       25.1       20.5       13.5        9.1       22.4       14.5
Old  :                 22.1       27.7       33.7       36.2       22.1       27.2       33.6       35.4
Other:                 17.3       11.5       30.0       17.4       14.5       10.1       25.4       14.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 10, 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  :     9,895:     3,451        533         28      4,627      8,393      8,106      8,954:     1,789        941
Old  :     9,895:     3,451        533         28      4,627      8,393      8,106      8,954:     1,789        941
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :       917:       829        200         13        -36        867        806      1,080:       111       -163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9        5.4        0.3       46.8       84.8       81.9       90.5:      18.1        9.5
Old  :     100.0:      34.9        5.4        0.3       46.8       84.8       81.9       90.5:      18.1        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        17          6          3         14         12         32         20:
Old  :        41:        17          6          3         14         12         32         20:
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  :                 34.1       71.0       54.9       84.1       31.6       70.1       51.8       81.7
Old  :                 34.1       71.0       54.9       84.1       31.6       70.1       51.8       81.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, July 10, 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  :   799,500:   318,077     60,255    122,809    283,082    536,830    723,968    719,894:    75,532     79,606
Old  :    82,290:    52,070     12,064      1,482     20,111     59,768     73,663     73,314:     8,627      8,976
Other:   717,210:   287,769     69,953     99,565    262,971    477,062    650,305    646,580:    66,905     70,630
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    24,343:     7,822     10,433     -1,238     15,388     18,723     21,972     27,918:     2,371     -3,575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8        7.5       15.4       35.4       67.1       90.6       90.0:       9.4       10.0
Old  :     100.0:      63.3       14.7        1.8       24.4       72.6       89.5       89.1:      10.5       10.9
Other:     100.0:      40.1        9.8       13.9       36.7       66.5       90.7       90.2:       9.3        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       616:       252        108        180        170        214        505        447:
Old  :       349:        97         58         10         76        136        181        196:
Other:       599:       226        135        162        145        203        460        429:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       23.2       18.3       32.9        8.5       17.9       14.6       24.6
Old  :                 28.7       27.2       45.4       38.2       28.3       26.8       44.9       36.9
Other:                 11.7       24.6       19.5       34.1        9.3       19.2       15.5       26.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 10, 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  :   333,208:    66,202     74,206     57,022    177,051    172,300    300,275    303,528:    32,933     29,680
Old  :   103,361:    26,276     25,231      8,023     59,713     59,369     94,012     92,623:     9,349     10,738
Other:   229,847:    54,488     63,537     34,437    117,338    112,931    206,263    210,905:    23,584     18,942
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    -4,756:       354    -14,277      2,854     -8,621      6,997     -5,413     -4,426:       657       -330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       22.3       17.1       53.1       51.7       90.1       91.1:       9.9        8.9
Old  :     100.0:      25.4       24.4        7.8       57.8       57.4       91.0       89.6:       9.0       10.4
Other:     100.0:      23.7       27.6       15.0       51.1       49.1       89.7       91.8:      10.3        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        78         65         84         75         73        202        195:
Old  :       189:        63         36         27         52         60        126        116:
Other:       234:        68         72         63         67         59        177        162:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.0       20.4       31.0       30.6       13.6       14.5       21.8       22.5
Old  :                 36.0       20.5       44.5       35.0       33.2       18.9       40.6       30.9
Other:                 18.7       22.7       31.6       33.0       16.2       16.1       27.5       26.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 10, 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  :   641,900:    79,750     39,193      8,139    381,107    465,818    468,996    513,150:   172,904    128,750
Old  :   641,900:    79,750     39,193      8,139    381,107    465,818    468,996    513,150:   172,904    128,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    15,398:    -1,166     -1,796       -114      1,502     10,018        222      8,108:    15,176      7,290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        6.1        1.3       59.4       72.6       73.1       79.9:      26.9       20.1
Old  :     100.0:      12.4        6.1        1.3       59.4       72.6       73.1       79.9:      26.9       20.1
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  :       159:        36         18         10         68         77        108        102:
Old  :       159:        36         18         10         68         77        108        102:
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  :                 24.2       17.1       33.1       31.3       20.7       16.7       28.0       30.2
Old  :                 24.2       17.1       33.1       31.3       20.7       16.7       28.0       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, July 10, 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  :   353,121:    46,550     20,429        442    239,782    283,068    286,774    303,939:    66,347     49,182
Old  :   353,121:    46,550     20,429        442    239,782    283,068    286,774    303,939:    66,347     49,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :     5,957:        46     -1,517         16      3,384      4,685      3,446      3,184:     2,511      2,773
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        5.8        0.1       67.9       80.2       81.2       86.1:      18.8       13.9
Old  :     100.0:      13.2        5.8        0.1       67.9       80.2       81.2       86.1:      18.8       13.9
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  :        68:         7          5          5         35         41         45         48:
Old  :        68:         7          5          5         35         41         45         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  :                 31.6       42.9       48.1       54.1       30.6       42.3       42.5       52.4
Old  :                 31.6       42.9       48.1       54.1       30.6       42.3       42.5       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, July 10, 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  :    11,803:     1,561        176      1,504      8,101      9,781     11,166     11,461:       637        342
Old  :    11,803:     1,561        176      1,504      8,101      9,781     11,166     11,461:       637        342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :       737:       378         52         23        203        617        604        692:       133         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        1.5       12.7       68.6       82.9       94.6       97.1:       5.4        2.9
Old  :     100.0:      13.2        1.5       12.7       68.6       82.9       94.6       97.1:       5.4        2.9
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  :        38:         7          2          5         24         23         33         29:
Old  :        38:         7          2          5         24         23         33         29:
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  :                 54.7       47.1       67.6       72.0       13.5       18.2       20.5       24.7
Old  :                 54.7       47.1       67.6       72.0       13.5       18.2       20.5       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, July 10, 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  :   261,063:    93,113      7,908     38,512     79,313    186,169    210,938    232,589:    50,125     28,474
Old  :    80,618:    35,232      4,375      4,306     25,669     60,292     65,207     68,973:    15,411     11,645
Other:   180,445:    74,468     20,120     17,619     53,644    125,877    145,731    163,616:    34,714     16,829
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    -5,468:    -3,448        303     -1,201     -3,471     -3,720     -8,120     -4,618:     2,652       -850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7        3.0       14.8       30.4       71.3       80.8       89.1:      19.2       10.9
Old  :     100.0:      43.7        5.4        5.3       31.8       74.8       80.9       85.6:      19.1       14.4
Other:     100.0:      41.3       11.2        9.8       29.7       69.8       80.8       90.7:      19.2        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        94         24         73         65         69        200        152:
Old  :       164:        55         23         21         50         59        114         97:
Other:       208:        82         45         50         56         53        166        126:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.0       30.6       18.2       43.6        8.2       24.5       14.1       34.4
Old  :                 24.2       25.4       35.3       42.0       21.7       24.3       31.9       40.1
Other:                 11.5       37.2       19.7       48.3       11.5       34.2       19.2       43.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 10, 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  :    12,841:     3,540      5,105        374      6,671      5,890     10,585     11,369:     2,256      1,472
Old  :    12,841:     3,540      5,105        374      6,671      5,890     10,585     11,369:     2,256      1,472
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :      -285:       487       -140       -413       -335        393       -261       -160:       -24       -125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       39.8        2.9       52.0       45.9       82.4       88.5:      17.6       11.5
Old  :     100.0:      27.6       39.8        2.9       52.0       45.9       82.4       88.5:      17.6       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        21         24         16         23         12         57         42:
Old  :        77:        21         24         16         23         12         57         42:
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  :                 37.8       39.8       52.2       55.8       37.8       38.5       52.2       54.0
Old  :                 37.8       39.8       52.2       55.8       37.8       38.5       52.2       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, July 10, 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  :   868,165:   259,064    198,039      6,890    476,833    576,325    742,787    781,254:   125,378     86,911
Old  :   868,165:   259,064    198,039      6,890    476,833    576,325    742,787    781,254:   125,378     86,911
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    72,464:    67,627     23,345     -2,941      8,143     53,955     72,829     74,359:      -365     -1,895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       22.8        0.8       54.9       66.4       85.6       90.0:      14.4       10.0
Old  :     100.0:      29.8       22.8        0.8       54.9       66.4       85.6       90.0:      14.4       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        49         37         13         91         96        146        140:
Old  :       223:        49         37         13         91         96        146        140:
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  :                 20.3       37.9       30.6       44.9       18.9       37.5       27.2       43.8
Old  :                 20.3       37.9       30.6       44.9       18.9       37.5       27.2       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, July 10, 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  : 1,797,301:   251,036    287,619     25,689  1,228,903  1,184,472  1,505,628  1,497,780:   291,673    299,521
Old  : 1,797,301:   251,036    287,619     25,689  1,228,903  1,184,472  1,505,628  1,497,780:   291,673    299,521
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    26,811:    23,757    -13,038       -556      7,533     36,830     30,734     23,236:    -3,923      3,575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       16.0        1.4       68.4       65.9       83.8       83.3:      16.2       16.7
Old  :     100.0:      14.0       16.0        1.4       68.4       65.9       83.8       83.3:      16.2       16.7
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  :       260:        35         66         24        102        128        152        203:
Old  :       260:        35         66         24        102        128        152        203:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       19.2       42.1       27.6       30.6       16.1       38.5       24.1
Old  :                 31.8       19.2       42.1       27.6       30.6       16.1       38.5       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, July 10, 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  : 1,132,696:   236,868    150,768      4,929    670,244    750,908    912,041    906,605:   220,655    226,091
Old  : 1,132,696:   236,868    150,768      4,929    670,244    750,908    912,041    906,605:   220,655    226,091
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    -5,800:    -4,075    -14,322       -253     -2,310      7,666     -6,638     -6,909:       838      1,109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       13.3        0.4       59.2       66.3       80.5       80.0:      19.5       20.0
Old  :     100.0:      20.9       13.3        0.4       59.2       66.3       80.5       80.0:      19.5       20.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        37         31         12         83        100        127        136:
Old  :       198:        37         31         12         83        100        127        136:
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  :                 18.9       21.6       32.3       30.6       17.2       20.0       29.8       28.7
Old  :                 18.9       21.6       32.3       30.6       17.2       20.0       29.8       28.7
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, July 10, 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  :   487,622:    27,607     69,535     75,648    362,728    304,646    465,983    449,829:    21,639     37,793
Old  :   487,622:    27,607     69,535     75,648    362,728    304,646    465,983    449,829:    21,639     37,793
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :     1,642:    -1,265       -614       -303      5,106      7,571      3,538      6,654:    -1,896     -5,012
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       14.3       15.5       74.4       62.5       95.6       92.2:       4.4        7.8
Old  :     100.0:       5.7       14.3       15.5       74.4       62.5       95.6       92.2:       4.4        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  :        99:        18         23         28         48         53         82         90:
Old  :        99:        18         23         28         48         53         82         90:
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  :                 43.4       25.6       53.1       42.1       33.2       18.4       38.6       28.9
Old  :                 43.4       25.6       53.1       42.1       33.2       18.4       38.6       28.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, July 10, 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  :    43,280:    13,226      6,197         59     22,638     33,209     35,923     39,465:     7,358      3,816
Old  :    43,280:    13,226      6,197         59     22,638     33,209     35,923     39,465:     7,358      3,816
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    -2,173:    -1,985      1,127       -104         95     -2,941     -1,994     -1,919:      -179       -254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       14.3        0.1       52.3       76.7       83.0       91.2:      17.0        8.8
Old  :     100.0:      30.6       14.3        0.1       52.3       76.7       83.0       91.2:      17.0        8.8
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  :        86:        24         13          4         32         22         58         37:
Old  :        86:        24         13          4         32         22         58         37:
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  :                 27.1       51.0       42.1       68.0       27.1       51.0       41.9       67.5
Old  :                 27.1       51.0       42.1       68.0       27.1       51.0       41.9       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, July 10, 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  :    86,560:    26,452     12,394        118     45,275     66,417     71,845     78,929:    14,715      7,631
Old  :    86,560:    26,452     12,394        118     45,275     66,417     71,845     78,929:    14,715      7,631
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    -4,345:    -3,969      2,253       -208        189     -5,882     -3,988     -3,837:      -357       -508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       14.3        0.1       52.3       76.7       83.0       91.2:      17.0        8.8
Old  :     100.0:      30.6       14.3        0.1       52.3       76.7       83.0       91.2:      17.0        8.8
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  :        86:        24         13          4         32         22         58         37:
Old  :        86:        24         13          4         32         22         58         37:
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  :                 27.1       51.0       42.1       68.0       27.1       51.0       41.9       67.5
Old  :                 27.1       51.0       42.1       68.0       27.1       51.0       41.9       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, July 10, 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  :    10,132:     1,406      3,735         50      8,380      6,303      9,836     10,088:       296         44
Old  :    10,132:     1,406      3,735         50      8,380      6,303      9,836     10,088:       296         44
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :       137:      -138         73          0        239         66        101        139:        36         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       36.9        0.5       82.7       62.2       97.1       99.6:       2.9        0.4
Old  :     100.0:      13.9       36.9        0.5       82.7       62.2       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:         8          7          1          6          9         14         17:
Old  :        29:         8          7          1          6          9         14         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.0       82.3       92.7       92.4       81.0       82.2       92.7       92.3
Old  :                 81.0       82.3       92.7       92.4       81.0       82.2       92.7       92.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, July 10, 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  :    12,084:     1,763      2,917          0      9,945      9,105     11,708     12,022:       376         62
Old  :    12,084:     1,763      2,917          0      9,945      9,105     11,708     12,022:       376         62
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :      -229:      -254       -493          0          0        270       -254       -223:        25         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       24.1        0.0       82.3       75.3       96.9       99.5:       3.1        0.5
Old  :     100.0:      14.6       24.1        0.0       82.3       75.3       96.9       99.5:       3.1        0.5
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  :        32:         6         10          0          3         14          9         24:
Old  :        32:         6         10          0          3         14          9         24:
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  :                 91.5       64.2       96.5       79.6       91.5       64.2       96.5       79.6
Old  :                 91.5       64.2       96.5       79.6       91.5       64.2       96.5       79.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 13, 2012