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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, August 21, 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  :   465,495:   159,635    100,134     64,058    203,007    250,351    426,700    414,543:    38,795     50,952
Old  :   386,636:   138,916     94,357     33,869    180,642    219,707    353,427    347,933:    33,209     38,703
Other:    78,859:    30,948     16,006     19,960     22,365     30,644     73,273     66,610:     5,586     12,249
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :    14,696:     4,635        669      3,827      5,110     11,611     13,572     16,107:     1,124     -1,411
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3       21.5       13.8       43.6       53.8       91.7       89.1:       8.3       10.9
Old  :     100.0:      35.9       24.4        8.8       46.7       56.8       91.4       90.0:       8.6       10.0
Other:     100.0:      39.2       20.3       25.3       28.4       38.9       92.9       84.5:       7.1       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       389:       135        114        117         85        117        291        290:
Old  :       382:       131        116        100         79        113        269        278:
Other:       195:        40         51         25         35         91         92        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  :                 17.7       19.1       29.8       28.3       17.1       16.1       28.2       23.2
Old  :                 20.7       19.8       33.1       29.4       20.2       18.9       31.7       27.4
Other:                 43.2       28.4       59.2       39.1       29.2        9.7       37.6       15.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 21, 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  : 1,256,968:   436,022     92,360    134,478    544,303    812,100  1,114,803  1,038,938:   142,165    218,030
Old  :   132,598:    53,440     35,100        971     57,279     81,426    111,690    117,497:    20,908     15,101
Other: 1,124,370:   413,309     87,987    102,780    487,024    730,674  1,003,113    921,441:   121,257    202,929
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :    44,122:    29,444      1,879      7,731      3,492     31,663     40,667     41,273:     3,455      2,849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7        7.3       10.7       43.3       64.6       88.7       82.7:      11.3       17.3
Old  :     100.0:      40.3       26.5        0.7       43.2       61.4       84.2       88.6:      15.8       11.4
Other:     100.0:      36.8        7.8        9.1       43.3       65.0       89.2       82.0:      10.8       18.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       838:       238        144        198        262        388        593        654:
Old  :       511:       116         72         10        157        196        278        274:
Other:       830:       223        162        149        195        382        495        625:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.9       10.9       23.5       18.0       11.4        9.1       19.4       14.0
Old  :                 17.9       22.7       31.0       33.9       17.7       22.7       30.7       33.7
Other:                 14.1       11.9       24.6       18.5       12.0        9.6       20.6       14.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 21, 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  :    10,988:     3,370        623         90      5,207      9,462      8,667     10,175:     2,321        813
Old  :    10,974:     3,370        618         90      5,195      9,457      8,655     10,165:     2,319        809
Other:        14:         0          5          0         12          5         12         10:         2          4
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :       531:       224         75         21        214        399        459        495:        72         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7        5.7        0.8       47.4       86.1       78.9       92.6:      21.1        7.4
Old  :     100.0:      30.7        5.6        0.8       47.3       86.2       78.9       92.6:      21.1        7.4
Other:     100.0:       0.0       35.7        0.0       85.7       35.7       85.7       71.4:      14.3       28.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        18          6          6         13         11         34         20:
Old  :        41:        18          6          6         13         11         34         20:
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  :                 34.8       70.4       55.4       85.2       32.6       61.2       48.4       75.7
Old  :                 34.9       70.4       55.4       85.3       32.7       61.3       48.4       75.8
Other:                 85.7       71.4       85.7       71.4       71.4       57.1       71.4       57.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 21, 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  :   755,189:   320,166     71,062     88,307    273,434    521,875    681,907    681,244:    73,282     73,945
Old  :   726,419:   311,804     70,817     82,483    261,823    502,706    656,110    656,006:    70,309     70,413
Other:    28,770:    13,999      5,882        187     11,611     19,169     25,797     25,238:     2,973      3,532
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :    13,516:    19,921      1,115     -1,332     -9,924     12,998      8,665     12,781:     4,851        735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4        9.4       11.7       36.2       69.1       90.3       90.2:       9.7        9.8
Old  :     100.0:      42.9        9.7       11.4       36.0       69.2       90.3       90.3:       9.7        9.7
Other:     100.0:      48.7       20.4        0.6       40.4       66.6       89.7       87.7:      10.3       12.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       628:       258        120        175        158        215        500        442:
Old  :       626:       253        127        170        155        211        492        436:
Other:       235:        45         47          7         32        122         80        173:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       20.1       21.5       30.9        9.0       16.3       15.1       23.5
Old  :                 13.6       19.2       21.2       30.4        9.9       16.9       16.6       24.4
Other:                 43.7       52.8       55.7       61.6       43.7       52.8       55.7       61.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 21, 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  :   330,717:    73,828     55,306     49,890    171,179    198,411    294,897    303,607:    35,820     27,110
Old  :    44,455:    16,598      9,012        485     23,777     31,958     40,860     41,455:     3,595      3,000
Other:   286,262:    70,392     59,456     36,243    147,402    166,453    254,037    262,152:    32,225     24,110
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :      -700:     5,428       -442       -892    -10,439      2,863     -5,903      1,529:     5,203     -2,229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       16.7       15.1       51.8       60.0       89.2       91.8:      10.8        8.2
Old  :     100.0:      37.3       20.3        1.1       53.5       71.9       91.9       93.3:       8.1        6.7
Other:     100.0:      24.6       20.8       12.7       51.5       58.1       88.7       91.6:      11.3        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:        86         63        100         78         68        228        197:
Old  :       156:        53         29          5         35         43         89         76:
Other:       263:        83         75         82         76         59        212        176:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       26.4       24.9       37.4       11.2       20.6       18.9       29.6
Old  :                 36.5       32.4       48.0       48.6       36.4       32.4       47.9       48.6
Other:                 14.8       27.4       25.2       38.9       13.1       20.4       22.2       30.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 21, 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  :   589,320:    63,190     42,533      7,165    366,341    402,525    436,696    452,223:   152,624    137,097
Old  :   589,320:    63,190     42,533      7,165    366,341    402,525    436,696    452,223:   152,624    137,097
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :    -6,855:   -17,830    -17,679     -1,963     16,913      5,559     -2,880    -14,083:    -3,975      7,228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        7.2        1.2       62.2       68.3       74.1       76.7:      25.9       23.3
Old  :     100.0:      10.7        7.2        1.2       62.2       68.3       74.1       76.7:      25.9       23.3
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  :       150:        32         18         17         65         77        103        106:
Old  :       150:        32         18         17         65         77        103        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       14.4       29.7       26.0       17.3       13.6       24.5       24.5
Old  :                 21.5       14.4       29.7       26.0       17.3       13.6       24.5       24.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, August 21, 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  :   361,883:    42,069     21,359        472    251,793    284,609    294,334    306,440:    67,549     55,443
Old  :   361,883:    42,069     21,359        472    251,793    284,609    294,334    306,440:    67,549     55,443
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :     2,279:    -3,268     -4,276        -11      3,366      3,233         87     -1,054:     2,192      3,333
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        5.9        0.1       69.6       78.6       81.3       84.7:      18.7       15.3
Old  :     100.0:      11.6        5.9        0.1       69.6       78.6       81.3       84.7:      18.7       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:         6          4          3         35         42         43         47:
Old  :        66:         6          4          3         35         42         43         47:
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  :                 34.3       41.1       50.6       51.4       33.0       40.4       45.4       50.3
Old  :                 34.3       41.1       50.6       51.4       33.0       40.4       45.4       50.3
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 21, 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  :    11,914:     2,136        152      2,985      6,194      8,558     11,315     11,695:       599        219
Old  :    11,914:     2,136        152      2,985      6,194      8,558     11,315     11,695:       599        219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :      -312:      -235       -184        126       -231       -254       -340       -312:        28          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        1.3       25.1       52.0       71.8       95.0       98.2:       5.0        1.8
Old  :     100.0:      17.9        1.3       25.1       52.0       71.8       95.0       98.2:       5.0        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:        15          2          8         24         24         41         33:
Old  :        47:        15          2          8         24         24         41         33:
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  :                 56.5       51.5       69.9       74.6       13.1       19.6       19.7       26.3
Old  :                 56.5       51.5       69.9       74.6       13.1       19.6       19.7       26.3
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 21, 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  :   267,986:    91,832      9,090     47,018     78,788    187,408    217,638    243,516:    50,348     24,470
Old  :    39,123:    22,062      2,743         20      9,659     31,501     31,741     34,264:     7,382      4,859
Other:   228,863:    80,928     17,505     35,840     69,129    155,907    185,897    209,252:    42,966     19,611
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :    14,369:     4,046      1,347      2,833      4,431     11,613     11,310     15,793:     3,059     -1,424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3        3.4       17.5       29.4       69.9       81.2       90.9:      18.8        9.1
Old  :     100.0:      56.4        7.0        0.1       24.7       80.5       81.1       87.6:      18.9       12.4
Other:     100.0:      35.4        7.6       15.7       30.2       68.1       81.2       91.4:      18.8        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        92         26         79         74         68        211        158:
Old  :       134:        45         15          1         34         44         79         60:
Other:       231:        85         47         71         70         60        196        149:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.2       32.7       17.4       45.5        8.3       28.6       14.6       40.0
Old  :                 27.5       36.2       38.9       51.8       27.5       34.9       38.9       50.4
Other:                  8.9       33.6       16.8       45.6        8.8       29.5       15.8       39.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 21, 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  :    14,055:     3,565      4,353        919      7,056      7,623     11,540     12,895:     2,515      1,160
Old  :    14,052:     3,565      4,352        919      7,053      7,623     11,537     12,894:     2,515      1,158
Other:         3:         0          1          0          3          0          3          1:         0          2
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :       190:      -379       -143        413        122       -147        156        123:        34         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       31.0        6.5       50.2       54.2       82.1       91.7:      17.9        8.3
Old  :     100.0:      25.4       31.0        6.5       50.2       54.2       82.1       91.8:      17.9        8.2
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         22         14         23         11         56         40:
Old  :        75:        22         22         14         23         11         56         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  :                 33.2       45.8       47.6       60.6       33.2       44.6       45.9       57.3
Old  :                 33.2       45.8       47.7       60.6       33.2       44.7       45.9       57.3
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 21, 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  : 1,004,408:   315,414    146,664     29,545    538,948    745,180    883,907    921,389:   120,501     83,019
Old  : 1,004,408:   315,414    146,664     29,545    538,948    745,180    883,907    921,389:   120,501     83,019
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :    -8,063:   -12,068    -31,702      3,882      4,056     15,548     -4,130    -12,272:    -3,933      4,209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       14.6        2.9       53.7       74.2       88.0       91.7:      12.0        8.3
Old  :     100.0:      31.4       14.6        2.9       53.7       74.2       88.0       91.7:      12.0        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        50         32         18         97        106        155        148:
Old  :       223:        50         32         18         97        106        155        148:
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  :                 17.6       36.6       28.2       44.7       16.7       32.7       25.9       40.2
Old  :                 17.6       36.6       28.2       44.7       16.7       32.7       25.9       40.2
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 21, 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  : 1,631,871:   269,963    172,423     39,976  1,042,860  1,109,420  1,352,799  1,321,819:   279,072    310,052
Old  : 1,631,871:   269,963    172,423     39,976  1,042,860  1,109,420  1,352,799  1,321,819:   279,072    310,052
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :   -16,111:    26,848    -38,356       -474    -39,396      4,412    -13,022    -34,418:    -3,089     18,307
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       10.6        2.4       63.9       68.0       82.9       81.0:      17.1       19.0
Old  :     100.0:      16.5       10.6        2.4       63.9       68.0       82.9       81.0:      17.1       19.0
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  :       265:        45         47         34        121        136        185        198:
Old  :       265:        45         47         34        121        136        185        198:
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  :                 27.3       22.6       36.5       30.3       26.4       18.2       33.5       25.4
Old  :                 27.3       22.6       36.5       30.3       26.4       18.2       33.5       25.4
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 21, 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  : 1,262,669:   207,445    107,593     17,987    811,448    889,902  1,036,880  1,015,482:   225,789    247,187
Old  : 1,262,669:   207,445    107,593     17,987    811,448    889,902  1,036,880  1,015,482:   225,789    247,187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :    55,164:   -14,175     -4,397      7,703     59,392     41,495     52,920     44,801:     2,244     10,363
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4        8.5        1.4       64.3       70.5       82.1       80.4:      17.9       19.6
Old  :     100.0:      16.4        8.5        1.4       64.3       70.5       82.1       80.4:      17.9       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  :       192:        36         31         22         84         99        131        141:
Old  :       192:        36         31         22         84         99        131        141:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       24.9       33.1       35.0       17.1       24.1       29.0       32.8
Old  :                 19.6       24.9       33.1       35.0       17.1       24.1       29.0       32.8
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 21, 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  :   457,649:    24,207     57,720     61,463    347,918    304,279    433,588    423,462:    24,061     34,187
Old  :   457,649:    24,207     57,720     61,463    347,918    304,279    433,588    423,462:    24,061     34,187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :    12,817:     4,784     12,853      1,226      5,988      5,639     11,998     19,718:       819     -6,901
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       12.6       13.4       76.0       66.5       94.7       92.5:       5.3        7.5
Old  :     100.0:       5.3       12.6       13.4       76.0       66.5       94.7       92.5:       5.3        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        20         14         25         44         45         72         77:
Old  :        87:        20         14         25         44         45         72         77:
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  :                 44.6       29.4       52.4       50.3       33.3       22.6       38.8       37.3
Old  :                 44.6       29.4       52.4       50.3       33.3       22.6       38.8       37.3
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 21, 2012                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    56,637:    20,812      6,999        127     26,414     42,965     47,352     50,091:     9,286      6,547
Old  :    56,637:    20,812      6,999        127     26,414     42,965     47,352     50,091:     9,286      6,547
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :     4,525:     2,672        952         97      1,154      2,480      3,923      3,528:       603        997
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7       12.4        0.2       46.6       75.9       83.6       88.4:      16.4       11.6
Old  :     100.0:      36.7       12.4        0.2       46.6       75.9       83.6       88.4:      16.4       11.6
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  :       101:        31         19          4         34         26         69         45:
Old  :       101:        31         19          4         34         26         69         45:
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  :                 27.2       46.0       41.2       61.6       27.2       46.0       41.2       61.6
Old  :                 27.2       46.0       41.2       61.6       27.2       46.0       41.2       61.6
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 21, 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  :   113,274:    41,623     13,998        253     52,827     85,930     94,703    100,181:    18,571     13,093
Old  :   113,274:    41,623     13,998        253     52,827     85,930     94,703    100,181:    18,571     13,093
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :     9,050:     5,344      1,903        193      2,308      4,960      7,845      7,056:     1,205      1,994
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7       12.4        0.2       46.6       75.9       83.6       88.4:      16.4       11.6
Old  :     100.0:      36.7       12.4        0.2       46.6       75.9       83.6       88.4:      16.4       11.6
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  :       101:        31         19          4         34         26         69         45:
Old  :       101:        31         19          4         34         26         69         45:
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  :                 27.2       46.0       41.2       61.6       27.2       46.0       41.2       61.6
Old  :                 27.2       46.0       41.2       61.6       27.2       46.0       41.2       61.6
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 21, 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  :     8,501:     5,934      6,451        982      1,448      1,062      8,364      8,495:       137          6
Old  :     8,501:     5,934      6,451        982      1,448      1,062      8,364      8,495:       137          6
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :        70:        20          0         82          0        -13        102         69:       -32          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.8       75.9       11.6       17.0       12.5       98.4       99.9:       1.6        0.1
Old  :     100.0:      69.8       75.9       11.6       17.0       12.5       98.4       99.9:       1.6        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          3          1          2         10         13:
Old  :        20:         7         10          3          1          2         10         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  :                 78.4       74.9       95.7       93.3       77.1       68.1       86.8       83.6
Old  :                 78.4       74.9       95.7       93.3       77.1       68.1       86.8       83.6
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 21, 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  :    10,474:     1,098      3,782          7      9,110      6,643     10,215     10,432:       259         42
Old  :    10,474:     1,098      3,782          7      9,110      6,643     10,215     10,432:       259         42
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :      -371:      -240       -766        -43        -29        437       -312       -372:       -59          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       36.1        0.1       87.0       63.4       97.5       99.6:       2.5        0.4
Old  :     100.0:      10.5       36.1        0.1       87.0       63.4       97.5       99.6:       2.5        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  :        27:         6          7          1          6          9         13         16:
Old  :        27:         6          7          1          6          9         13         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.5       82.1       96.0       91.8       85.5       82.1       96.0       91.7
Old  :                 85.5       82.1       96.0       91.8       85.5       82.1       96.0       91.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, August 21, 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  :    14,738:     2,227      3,203          0     12,227     11,503     14,454     14,706:       284         32
Old  :    14,738:     2,227      3,203          0     12,227     11,503     14,454     14,706:       284         32
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :      -208:        22        -55          0       -242       -144       -220       -199:        12         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       21.7        0.0       83.0       78.0       98.1       99.8:       1.9        0.2
Old  :     100.0:      15.1       21.7        0.0       83.0       78.0       98.1       99.8:       1.9        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         7          7          0          5         13         12         20:
Old  :        31:         7          7          0          5         13         12         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  :                 88.7       71.2       96.4       86.6       88.7       71.2       96.4       86.6
Old  :                 88.7       71.2       96.4       86.6       88.7       71.2       96.4       86.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 24, 2012