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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, July 17, 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  :   452,610:   148,006     97,175     65,640    203,568    240,157    417,214    402,972:    35,396     49,638
Old  :   386,199:   131,106     88,724     42,963    180,385    215,093    354,454    346,780:    31,745     39,419
Other:    66,411:    21,828     13,379     17,749     23,183     25,064     62,760     56,192:     3,651     10,219
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    19,326:    15,477      1,514      4,461     -1,547     14,565     18,391     20,540:       935     -1,214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       21.5       14.5       45.0       53.1       92.2       89.0:       7.8       11.0
Old  :     100.0:      33.9       23.0       11.1       46.7       55.7       91.8       89.8:       8.2       10.2
Other:     100.0:      32.9       20.1       26.7       34.9       37.7       94.5       84.6:       5.5       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       369:       133        105        104         78        116        270        272:
Old  :       363:       129        108         93         70        113        251        264:
Other:       161:        29         41         18         30         81         71        132:
     :----------------------------------------------------------------------------------------------------
     :             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       17.9       30.7       27.2       17.9       14.8       28.4       21.7
Old  :                 21.8       18.7       33.8       27.5       20.8       18.2       31.5       26.2
Other:                 50.7       33.0       68.5       44.0       33.0       11.5       42.6       17.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 17, 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  : 1,154,868:   327,620    108,382    111,813    570,757    734,761  1,010,190    954,956:   144,678    199,912
Old  :   369,243:   150,482     66,613     13,483    174,588    252,861    338,553    332,957:    30,690     36,286
Other:   785,625:   228,697     93,328     46,771    396,169    481,900    671,637    621,999:   113,988    163,626
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    66,209:    20,044     -4,309     13,757     24,648     58,377     58,449     67,825:     7,760     -1,616
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4        9.4        9.7       49.4       63.6       87.5       82.7:      12.5       17.3
Old  :     100.0:      40.8       18.0        3.7       47.3       68.5       91.7       90.2:       8.3        9.8
Other:     100.0:      29.1       11.9        6.0       50.4       61.3       85.5       79.2:      14.5       20.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       751:       191        144        176        215        349        504        589:
Old  :       570:       125         97         23        123        261        259        370:
Other:       714:       168        143        116        170        333        408        535:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       12.5       24.9       21.2       12.7        9.0       20.8       14.3
Old  :                 23.0       28.3       34.2       37.3       23.0       27.8       34.2       36.1
Other:                 17.4       12.7       29.1       18.4       13.5       10.1       23.9       14.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 17, 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  :    10,076:     3,329        513         23      4,642      8,671      7,994      9,207:     2,082        869
Old  :    10,072:     3,329        513         23      4,638      8,671      7,990      9,207:     2,082        865
Other:         4:         0          0          0          4          0          4          0:         0          4
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :       181:      -122        -20         -5         15        278       -112        253:       293        -72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        5.1        0.2       46.1       86.1       79.3       91.4:      20.7        8.6
Old  :     100.0:      33.1        5.1        0.2       46.0       86.1       79.3       91.4:      20.7        8.6
Other:     100.0:       0.0        0.0        0.0      100.0        0.0      100.0        0.0:       0.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        15          7          4         13         12         31         20:
Old  :        39:        15          7          4         12         12         30         20:
Other:         1:         0          0          0          1          0          1          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  :                 37.1       71.7       56.4       83.7       34.3       70.9       52.5       81.7
Old  :                 37.1       71.7       56.5       83.8       34.3       70.9       52.5       81.7
Other:                100.0        0.0      100.0        0.0      100.0        0.0      100.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, July 17, 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  :   833,271:   322,317     62,705    124,765    304,618    565,463    751,700    752,933:    81,571     80,338
Old  :    71,662:    40,093     14,340        613     22,722     49,107     63,428     64,060:     8,234      7,602
Other:   761,609:   301,036     67,177    105,340    281,896    516,356    688,272    688,873:    73,337     72,736
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    33,771:     4,240      2,450      1,956     21,536     28,633     27,732     33,039:     6,039        732
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7        7.5       15.0       36.6       67.9       90.2       90.4:       9.8        9.6
Old  :     100.0:      55.9       20.0        0.9       31.7       68.5       88.5       89.4:      11.5       10.6
Other:     100.0:      39.5        8.8       13.8       37.0       67.8       90.4       90.4:       9.6        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       636:       259        112        194        180        220        527        462:
Old  :       347:        94         55          9         80        135        181        192:
Other:       631:       244        134        170        155        212        484        448:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.2       22.2       18.2       31.5        8.2       15.6       13.9       22.4
Old  :                 34.2       28.4       43.7       39.8       33.8       26.7       43.2       36.8
Other:                 12.2       23.0       19.6       32.3        8.8       16.1       14.6       23.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 17, 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  :   339,052:    66,767     69,476     57,078    182,559    182,757    306,404    309,311:    32,648     29,741
Old  :    96,371:    24,670     22,162      5,670     58,416     58,765     88,756     86,597:     7,615      9,774
Other:   242,681:    60,469     65,686     33,036    124,143    123,992    217,648    222,714:    25,033     19,967
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :     5,844:       565     -4,730         56      5,508     10,457      6,129      5,783:      -285         61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       20.5       16.8       53.8       53.9       90.4       91.2:       9.6        8.8
Old  :     100.0:      25.6       23.0        5.9       60.6       61.0       92.1       89.9:       7.9       10.1
Other:     100.0:      24.9       27.1       13.6       51.2       51.1       89.7       91.8:      10.3        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       269:        77         68         93         74         72        209        204:
Old  :       196:        61         40         31         55         58        130        121:
Other:       244:        73         76         62         65         59        181        164:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       22.0       30.5       32.0       14.5       17.1       22.3       25.1
Old  :                 36.2       22.7       44.8       34.5       35.1       21.0       42.9       32.8
Other:                 18.5       24.2       30.7       34.9       15.5       17.5       26.3       26.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 17, 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  :   626,253:    75,498     46,554      7,659    378,012    446,288    461,169    500,501:   165,084    125,752
Old  :   626,253:    75,498     46,554      7,659    378,012    446,288    461,169    500,501:   165,084    125,752
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :   -15,647:    -4,252      7,361       -480     -3,095    -19,530     -7,827    -12,649:    -7,820     -2,998
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        7.4        1.2       60.4       71.3       73.6       79.9:      26.4       20.1
Old  :     100.0:      12.1        7.4        1.2       60.4       71.3       73.6       79.9:      26.4       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:        33         23         10         69         76        107        104:
Old  :       159:        33         23         10         69         76        107        104:
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  :                 24.0       17.4       32.1       31.3       20.5       16.8       27.8       29.8
Old  :                 24.0       17.4       32.1       31.3       20.5       16.8       27.8       29.8
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 17, 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  :   348,652:    45,478     25,292        409    237,616    274,036    283,503    299,737:    65,149     48,915
Old  :   348,652:    45,478     25,292        409    237,616    274,036    283,503    299,737:    65,149     48,915
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    -4,469:    -1,072      4,863        -33     -2,166     -9,032     -3,271     -4,202:    -1,198       -267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        7.3        0.1       68.2       78.6       81.3       86.0:      18.7       14.0
Old  :     100.0:      13.0        7.3        0.1       68.2       78.6       81.3       86.0:      18.7       14.0
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  :        67:         7          5          6         35         41         46         48:
Old  :        67:         7          5          6         35         41         46         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  :                 32.2       42.6       48.5       53.1       31.0       41.5       42.4       51.5
Old  :                 32.2       42.6       48.5       53.1       31.0       41.5       42.4       51.5
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 17, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    12,677:     2,144        157      1,914      7,944     10,263     12,002     12,334:       675        343
Old  :    12,677:     2,144        157      1,914      7,944     10,263     12,002     12,334:       675        343
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :       874:       583        -19        410       -157        482        836        873:        38          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        1.2       15.1       62.7       81.0       94.7       97.3:       5.3        2.7
Old  :     100.0:      16.9        1.2       15.1       62.7       81.0       94.7       97.3:       5.3        2.7
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  :        38:         8          2          6         23         22         34         29:
Old  :        38:         8          2          6         23         22         34         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  :                 56.0       48.6       67.8       70.8       17.9       15.8       24.5       23.6
Old  :                 56.0       48.6       67.8       70.8       17.9       15.8       24.5       23.6
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 17, 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  :   273,643:    90,971      8,786     43,836     87,299    189,724    222,106    242,346:    51,537     31,297
Old  :    86,771:    37,546      4,256      4,765     30,699     65,039     73,010     74,060:    13,761     12,711
Other:   186,872:    72,369     23,474     20,127     56,600    124,685    149,096    168,286:    37,776     18,586
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    12,580:    -2,142        878      5,324      7,986      3,555     11,168      9,757:     1,412      2,823
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2        3.2       16.0       31.9       69.3       81.2       88.6:      18.8       11.4
Old  :     100.0:      43.3        4.9        5.5       35.4       75.0       84.1       85.4:      15.9       14.6
Other:     100.0:      38.7       12.6       10.8       30.3       66.7       79.8       90.1:      20.2        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:        98         25         69         68         74        201        153:
Old  :       159:        53         18         21         49         61        111         94:
Other:       213:        82         44         48         58         56        170        125:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.5       31.5       19.2       43.5        7.7       24.1       13.9       34.1
Old  :                 28.1       26.5       38.3       44.0       19.2       23.9       28.3       36.6
Other:                 10.7       35.9       19.4       47.4       10.7       33.5       18.9       42.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 17, 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  :    12,883:     3,763      4,833        313      6,498      6,453     10,574     11,599:     2,309      1,284
Old  :    12,883:     3,763      4,833        313      6,498      6,453     10,574     11,599:     2,309      1,284
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :        42:       223       -272        -61       -173        563        -11        230:        53       -188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       37.5        2.4       50.4       50.1       82.1       90.0:      17.9       10.0
Old  :     100.0:      29.2       37.5        2.4       50.4       50.1       82.1       90.0:      17.9       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  :        75:        19         25          9         21         12         49         40:
Old  :        75:        19         25          9         21         12         49         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       43.0       51.1       57.9       37.0       41.8       51.1       55.9
Old  :                 37.0       43.0       51.1       57.9       37.0       41.8       51.1       55.9
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 17, 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  :   991,502:   344,798    175,928     20,158    495,875    719,135    860,831    915,221:   130,671     76,281
Old  :   991,502:   344,798    175,928     20,158    495,875    719,135    860,831    915,221:   130,671     76,281
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :   123,337:    85,734    -22,111     13,268     19,042    142,810    118,044    133,967:     5,293    -10,630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       17.7        2.0       50.0       72.5       86.8       92.3:      13.2        7.7
Old  :     100.0:      34.8       17.7        2.0       50.0       72.5       86.8       92.3:      13.2        7.7
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  :       230:        56         36         14         91         99        153        143:
Old  :       230:        56         36         14         91         99        153        143:
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  :                 17.5       35.8       27.8       43.9       15.7       35.8       24.5       42.9
Old  :                 17.5       35.8       27.8       43.9       15.7       35.8       24.5       42.9
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 17, 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  : 1,803,643:   270,104    335,998     31,277  1,203,854  1,154,488  1,505,235  1,521,763:   298,408    281,880
Old  : 1,803,643:   270,104    335,998     31,277  1,203,854  1,154,488  1,505,235  1,521,763:   298,408    281,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :     6,342:    19,068     48,379      5,588    -25,049    -29,984       -393     23,983:     6,735    -17,641
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       18.6        1.7       66.7       64.0       83.5       84.4:      16.5       15.6
Old  :     100.0:      15.0       18.6        1.7       66.7       64.0       83.5       84.4:      16.5       15.6
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  :       270:        35         72         25        102        133        153        214:
Old  :       270:        35         72         25        102        133        153        214:
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       17.1       41.4       25.0       30.5       13.9       38.6       21.0
Old  :                 31.6       17.1       41.4       25.0       30.5       13.9       38.6       21.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, July 17, 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  : 1,133,638:   270,680    122,918      9,032    629,378    769,330    909,090    901,280:   224,548    232,358
Old  : 1,133,638:   270,680    122,918      9,032    629,378    769,330    909,090    901,280:   224,548    232,358
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :       942:    33,812    -27,850      4,103    -40,866     18,422     -2,951     -5,325:     3,893      6,267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       10.8        0.8       55.5       67.9       80.2       79.5:      19.8       20.5
Old  :     100.0:      23.9       10.8        0.8       55.5       67.9       80.2       79.5:      19.8       20.5
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  :       196:        42         28         11         79         95        126        129:
Old  :       196:        42         28         11         79         95        126        129:
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  :                 18.4       22.5       31.1       31.2       16.8       21.3       28.5       29.7
Old  :                 18.4       22.5       31.1       31.2       16.8       21.3       28.5       29.7
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 17, 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  :   486,461:    21,549     57,754     73,236    367,038    314,034    461,823    445,024:    24,638     41,437
Old  :   486,461:    21,549     57,754     73,236    367,038    314,034    461,823    445,024:    24,638     41,437
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    -1,161:    -6,058    -11,781     -2,412      4,310      9,388     -4,160     -4,805:     2,999      3,644
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       11.9       15.1       75.5       64.6       94.9       91.5:       5.1        8.5
Old  :     100.0:       4.4       11.9       15.1       75.5       64.6       94.9       91.5:       5.1        8.5
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  :        95:        17         21         29         51         49         84         85:
Old  :        95:        17         21         29         51         49         84         85:
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  :                 43.7       26.6       53.1       43.5       33.9       20.1       38.7       29.8
Old  :                 43.7       26.6       53.1       43.5       33.9       20.1       38.7       29.8
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 17, 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  :    41,606:    11,573      5,298          1     22,857     32,732     34,431     38,030:     7,175      3,576
Old  :    41,606:    11,573      5,298          1     22,857     32,732     34,431     38,030:     7,175      3,576
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    -1,675:    -1,653       -900        -58        219       -477     -1,492     -1,435:      -183       -240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       12.7        0.0       54.9       78.7       82.8       91.4:      17.2        8.6
Old  :     100.0:      27.8       12.7        0.0       54.9       78.7       82.8       91.4:      17.2        8.6
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  :        81:        21          9          1         32         25         54         34:
Old  :        81:        21          9          1         32         25         54         34:
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  :                 27.6       50.7       42.3       67.0       27.6       50.7       41.9       66.9
Old  :                 27.6       50.7       42.3       67.0       27.6       50.7       41.9       66.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, July 17, 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  :    83,211:    23,146     10,595          2     45,713     65,463     68,861     76,060:    14,350      7,151
Old  :    83,211:    23,146     10,595          2     45,713     65,463     68,861     76,060:    14,350      7,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    -3,349:    -3,306     -1,799       -116        438       -954     -2,984     -2,869:      -365       -480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       12.7        0.0       54.9       78.7       82.8       91.4:      17.2        8.6
Old  :     100.0:      27.8       12.7        0.0       54.9       78.7       82.8       91.4:      17.2        8.6
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  :        81:        21          9          1         32         25         54         34:
Old  :        81:        21          9          1         32         25         54         34:
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  :                 27.6       50.7       42.3       67.0       27.6       50.7       41.9       66.9
Old  :                 27.6       50.7       42.3       67.0       27.6       50.7       41.9       66.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, July 17, 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  :     8,343:     5,842      6,277        900      1,501      1,159      8,243      8,336:       100          7
Old  :     8,343:     5,842      6,277        900      1,501      1,159      8,243      8,336:       100          7
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :       353:       156       -233         53        140        537        349        357:         4         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.0       75.2       10.8       18.0       13.9       98.8       99.9:       1.2        0.1
Old  :     100.0:      70.0       75.2       10.8       18.0       13.9       98.8       99.9:       1.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         8          9          2          1          3         10         13:
Old  :        21:         8          9          2          1          3         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  :                 81.8       69.6       96.9       90.7       80.5       64.9       87.3       82.9
Old  :                 81.8       69.6       96.9       90.7       80.5       64.9       87.3       82.9
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 17, 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  :    10,005:     1,589      3,775         25      8,083      6,162      9,697      9,962:       308         43
Old  :    10,005:     1,589      3,775         25      8,083      6,162      9,697      9,962:       308         43
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :      -127:       183         40        -25       -297       -141       -139       -126:        12         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       37.7        0.2       80.8       61.6       96.9       99.6:       3.1        0.4
Old  :     100.0:      15.9       37.7        0.2       80.8       61.6       96.9       99.6:       3.1        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  :                 79.1       82.8       92.1       92.5       79.1       82.7       91.9       92.5
Old  :                 79.1       82.8       92.1       92.5       79.1       82.7       91.9       92.5
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 17, 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  :    12,098:     1,793      3,448          0      9,947      8,625     11,740     12,073:       358         25
Old  :    12,098:     1,793      3,448          0      9,947      8,625     11,740     12,073:       358         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :        14:        30        531          0          2       -480         32         51:       -18        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       28.5        0.0       82.2       71.3       97.0       99.8:       3.0        0.2
Old  :     100.0:      14.8       28.5        0.0       82.2       71.3       97.0       99.8:       3.0        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  :        32:         6         11          0          3         13          9         24:
Old  :        32:         6         11          0          3         13          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  :                 91.4       66.7       96.6       82.4       91.4       66.7       96.6       82.4
Old  :                 91.4       66.7       96.6       82.4       91.4       66.7       96.6       82.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 20, 2012