```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      465,495
COMMITMENTS
 159,635  100,134   64,058  203,007  250,351  426,700  414,543   38,795   50,952

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     14,696)
   4,635      669    3,827    5,110   11,611   13,572   16,107    1,124   -1,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     21.5     13.8     43.6     53.8     91.7     89.1      8.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
     135      114      117       85      117      291      290
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,256,968
COMMITMENTS
 436,022   92,360  134,478  544,303  812,100  1114803  1038938  142,165  218,030

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     44,122)
  29,444    1,879    7,731    3,492   31,663   40,667   41,273    3,455    2,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7      7.3     10.7     43.3     64.6     88.7     82.7     11.3     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      838)
     238      144      198      262      388      593      654
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,988
COMMITMENTS
   3,370      623       90    5,207    9,462    8,667   10,175    2,321      813

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        531)
     224       75       21      214      399      459      495       72       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7      5.7      0.8     47.4     86.1     78.9     92.6     21.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      18        6        6       13       11       34       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      755,189
COMMITMENTS
 320,166   71,062   88,307  273,434  521,875  681,907  681,244   73,282   73,945

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     13,516)
  19,921    1,115   -1,332   -9,924   12,998    8,665   12,781    4,851      735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4      9.4     11.7     36.2     69.1     90.3     90.2      9.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      628)
     258      120      175      158      215      500      442
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      330,717
COMMITMENTS
  73,828   55,306   49,890  171,179  198,411  294,897  303,607   35,820   27,110

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:       -700)
   5,428     -442     -892  -10,439    2,863   -5,903    1,529    5,203   -2,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     16.7     15.1     51.8     60.0     89.2     91.8     10.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      86       63      100       78       68      228      197
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      589,320
COMMITMENTS
  63,190   42,533    7,165  366,341  402,525  436,696  452,223  152,624  137,097

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     -6,855)
 -17,830  -17,679   -1,963   16,913    5,559   -2,880  -14,083   -3,975    7,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      7.2      1.2     62.2     68.3     74.1     76.7     25.9     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      32       18       17       65       77      103      106
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      361,883
COMMITMENTS
  42,069   21,359      472  251,793  284,609  294,334  306,440   67,549   55,443

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      2,279)
  -3,268   -4,276      -11    3,366    3,233       87   -1,054    2,192    3,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      5.9      0.1     69.6     78.6     81.3     84.7     18.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       6        4        3       35       42       43       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,914
COMMITMENTS
   2,136      152    2,985    6,194    8,558   11,315   11,695      599      219

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:       -312)
    -235     -184      126     -231     -254     -340     -312       28        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      1.3     25.1     52.0     71.8     95.0     98.2      5.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      15        2        8       24       24       41       33
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      267,986
COMMITMENTS
  91,832    9,090   47,018   78,788  187,408  217,638  243,516   50,348   24,470

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     14,369)
   4,046    1,347    2,833    4,431   11,613   11,310   15,793    3,059   -1,424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3      3.4     17.5     29.4     69.9     81.2     90.9     18.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      92       26       79       74       68      211      158
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,055
COMMITMENTS
   3,565    4,353      919    7,056    7,623   11,540   12,895    2,515    1,160

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        190)
    -379     -143      413      122     -147      156      123       34       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     31.0      6.5     50.2     54.2     82.1     91.7     17.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      22       22       14       23       11       56       40
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,004,408
COMMITMENTS
 315,414  146,664   29,545  538,948  745,180  883,907  921,389  120,501   83,019

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     -8,063)
 -12,068  -31,702    3,882    4,056   15,548   -4,130  -12,272   -3,933    4,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     14.6      2.9     53.7     74.2     88.0     91.7     12.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      50       32       18       97      106      155      148
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,631,871
COMMITMENTS
 269,963  172,423   39,976  1042860  1109420  1352799  1321819  279,072  310,052

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:    -16,111)
  26,848  -38,356     -474  -39,396    4,412  -13,022  -34,418   -3,089   18,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     10.6      2.4     63.9     68.0     82.9     81.0     17.1     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      45       47       34      121      136      185      198
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,262,669
COMMITMENTS
 207,445  107,593   17,987  811,448  889,902  1036880  1015482  225,789  247,187

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     55,164)
 -14,175   -4,397    7,703   59,392   41,495   52,920   44,801    2,244   10,363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4      8.5      1.4     64.3     70.5     82.1     80.4     17.9     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      36       31       22       84       99      131      141
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      457,649
COMMITMENTS
  24,207   57,720   61,463  347,918  304,279  433,588  423,462   24,061   34,187

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     12,817)
   4,784   12,853    1,226    5,988    5,639   11,998   19,718      819   -6,901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     12.6     13.4     76.0     66.5     94.7     92.5      5.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      20       14       25       44       45       72       77
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       56,637
COMMITMENTS
  20,812    6,999      127   26,414   42,965   47,352   50,091    9,286    6,547

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      4,525)
   2,672      952       97    1,154    2,480    3,923    3,528      603      997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     12.4      0.2     46.6     75.9     83.6     88.4     16.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      31       19        4       34       26       69       45
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      113,274
COMMITMENTS
  41,623   13,998      253   52,827   85,930   94,703  100,181   18,571   13,093

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      9,050)
   5,344    1,903      193    2,308    4,960    7,845    7,056    1,205    1,994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     12.4      0.2     46.6     75.9     83.6     88.4     16.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      31       19        4       34       26       69       45
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,501
COMMITMENTS
   5,934    6,451      982    1,448    1,062    8,364    8,495      137        6

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:         70)
      20        0       82        0      -13      102       69      -32        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.8     75.9     11.6     17.0     12.5     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7       10        3        1        2       10       13
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,474
COMMITMENTS
   1,098    3,782        7    9,110    6,643   10,215   10,432      259       42

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:       -371)
    -240     -766      -43      -29      437     -312     -372      -59        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     36.1      0.1     87.0     63.4     97.5     99.6      2.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        7        1        6        9       13       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,738
COMMITMENTS
   2,227    3,203        0   12,227   11,503   14,454   14,706      284       32

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:       -208)
      22      -55        0     -242     -144     -220     -199       12       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     21.7      0.0     83.0     78.0     98.1     99.8      1.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        7        0        5       13       12       20
```

----

Updated August 24, 2012