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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, July 24, 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  :   466,862:   155,108     97,990     72,376    200,743    242,733    428,227    413,099:    38,635     53,763
Old  :   399,231:   137,586     89,630     48,191    179,747    218,029    365,524    355,850:    33,707     43,381
Other:    67,631:    23,252     14,090     18,455     20,996     24,704     62,703     57,249:     4,928     10,382
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :    14,252:     7,102        815      6,736     -2,825      2,576     11,013     10,127:     3,239      4,125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       21.0       15.5       43.0       52.0       91.7       88.5:       8.3       11.5
Old  :     100.0:      34.5       22.5       12.1       45.0       54.6       91.6       89.1:       8.4       10.9
Other:     100.0:      34.4       20.8       27.3       31.0       36.5       92.7       84.6:       7.3       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       368:       134        103        109         75        116        272        272:
Old  :       363:       132        104        100         67        114        256        265:
Other:       171:        31         44         21         32         83         78        138:
     :----------------------------------------------------------------------------------------------------
     :             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       19.3       29.3       29.0       17.3       15.3       28.2       22.0
Old  :                 20.3       20.4       32.1       29.7       20.1       18.5       31.0       26.4
Other:                 50.2       31.7       66.0       41.9       31.6       10.1       40.6       16.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 24, 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  : 1,199,304:   361,858     96,883    134,596    571,352    762,459  1,067,806    993,938:   131,498    205,366
Old  :   355,419:   139,719     75,071     10,212    180,164    233,627    330,095    318,910:    25,324     36,509
Other:   843,885:   281,157     80,830     65,366    391,188    528,832    737,711    675,028:   106,174    168,857
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :    44,436:    34,238    -11,499     22,783        595     27,698     57,616     38,982:   -13,180      5,454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        8.1       11.2       47.6       63.6       89.0       82.9:      11.0       17.1
Old  :     100.0:      39.3       21.1        2.9       50.7       65.7       92.9       89.7:       7.1       10.3
Other:     100.0:      33.3        9.6        7.7       46.4       62.7       87.4       80.0:      12.6       20.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       749:       200        137        176        214        348        502        586:
Old  :       565:       123         99         21        117        263        252        371:
Other:       720:       179        136        121        172        336        415        541:
     :----------------------------------------------------------------------------------------------------
     :             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       13.0       24.1       21.3       12.1        8.8       20.4       13.3
Old  :                 24.9       26.4       37.4       35.6       24.9       26.4       37.4       34.7
Other:                 16.9       14.1       27.2       19.5       12.9        9.8       21.6       14.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 24, 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  :    10,346:     3,236        428         96      4,738      8,944      8,070      9,468:     2,276        878
Old  :    10,339:     3,236        424         96      4,731      8,944      8,063      9,464:     2,276        875
Other:         7:         0          4          0          7          0          7          4:         0          3
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :       270:       -93        -85         73         96        273         76        261:       194          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        4.1        0.9       45.8       86.4       78.0       91.5:      22.0        8.5
Old  :     100.0:      31.3        4.1        0.9       45.8       86.5       78.0       91.5:      22.0        8.5
Other:     100.0:       0.0       57.1        0.0      100.0        0.0      100.0       57.1:       0.0       42.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        16          7          4         13         13         32         21:
Old  :        40:        16          7          4         12         13         31         21:
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  :                 38.0       71.6       54.9       83.9       35.0       71.2       50.5       81.6
Old  :                 38.0       71.7       54.9       83.9       35.1       71.3       50.5       81.7
Other:                100.0       57.1      100.0       57.1      100.0       57.1      100.0       57.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, July 24, 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  :   811,596:   319,518     63,559    113,417    307,586    559,951    740,521    736,927:    71,075     74,669
Old  :    58,450:    31,190     15,870        144     20,975     35,839     52,309     51,853:     6,141      6,597
Other:   753,146:   304,572     63,933     97,029    286,611    524,112    688,212    685,074:    64,934     68,072
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :   -21,675:    -2,799        854    -11,348      2,968     -5,512    -11,179    -16,006:   -10,496     -5,669
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.4        7.8       14.0       37.9       69.0       91.2       90.8:       8.8        9.2
Old  :     100.0:      53.4       27.2        0.2       35.9       61.3       89.5       88.7:      10.5       11.3
Other:     100.0:      40.4        8.5       12.9       38.1       69.6       91.4       91.0:       8.6        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       609:       249        111        184        184        212        511        444:
Old  :       316:        95         48          6         78        110        178        159:
Other:       605:       231        129        169        155        204        467        434:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       21.8       19.8       31.4        8.3       16.3       13.9       23.4
Old  :                 33.7       33.2       43.2       46.6       33.7       30.7       42.6       44.0
Other:                 14.0       21.3       21.3       31.5        8.9       16.4       14.8       24.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 24, 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  :   318,775:    67,273     68,379     40,460    183,257    184,335    290,990    293,174:    27,785     25,601
Old  :    80,205:    21,850     16,486      3,553     48,993     52,720     74,396     72,759:     5,809      7,446
Other:   238,570:    55,969     62,439     26,361    134,264    131,615    216,594    220,415:    21,976     18,155
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :   -20,277:       506     -1,097    -16,618        698      1,578    -15,414    -16,137:    -4,863     -4,140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       21.5       12.7       57.5       57.8       91.3       92.0:       8.7        8.0
Old  :     100.0:      27.2       20.6        4.4       61.1       65.7       92.8       90.7:       7.2        9.3
Other:     100.0:      23.5       26.2       11.0       56.3       55.2       90.8       92.4:       9.2        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:        78         68         75         72         72        193        188:
Old  :       179:        61         29         23         54         58        122        106:
Other:       226:        68         72         50         64         56        161        153:
     :----------------------------------------------------------------------------------------------------
     :             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       25.4       31.1       35.6       13.8       18.7       22.2       27.1
Old  :                 32.5       26.3       42.0       40.3       32.5       24.0       41.6       38.0
Other:                 21.2       26.8       33.8       38.3       15.8       17.9       27.1       27.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 24, 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  :   644,706:    80,131     49,644      6,592    395,787    456,408    482,510    512,644:   162,196    132,062
Old  :   644,706:    80,131     49,644      6,592    395,787    456,408    482,510    512,644:   162,196    132,062
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :    18,453:     4,633      3,090     -1,067     17,775     10,120     21,341     12,143:    -2,888      6,310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        7.7        1.0       61.4       70.8       74.8       79.5:      25.2       20.5
Old  :     100.0:      12.4        7.7        1.0       61.4       70.8       74.8       79.5:      25.2       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  :       163:        33         24         10         67         79        106        107:
Old  :       163:        33         24         10         67         79        106        107:
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  :                 23.4       17.4       32.0       29.6       19.5       16.1       27.1       28.2
Old  :                 23.4       17.4       32.0       29.6       19.5       16.1       27.1       28.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, July 24, 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  :   349,099:    45,004     23,633        394    231,398    273,496    276,796    297,523:    72,303     51,576
Old  :   349,099:    45,004     23,633        394    231,398    273,496    276,796    297,523:    72,303     51,576
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :       447:      -474     -1,659        -15     -6,218       -540     -6,707     -2,214:     7,154      2,661
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        6.8        0.1       66.3       78.3       79.3       85.2:      20.7       14.8
Old  :     100.0:      12.9        6.8        0.1       66.3       78.3       79.3       85.2:      20.7       14.8
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  :        64:         7          4          5         33         41         43         47:
Old  :        64:         7          4          5         33         41         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  :                 32.5       41.4       48.5       52.0       31.3       40.1       42.1       50.3
Old  :                 32.5       41.4       48.5       52.0       31.3       40.1       42.1       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, July 24, 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  :    12,068:     1,592        275      2,602      7,166      8,965     11,360     11,842:       708        226
Old  :    12,068:     1,592        275      2,602      7,166      8,965     11,360     11,842:       708        226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :      -609:      -552        118        688       -778     -1,298       -642       -492:        33       -117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        2.3       21.6       59.4       74.3       94.1       98.1:       5.9        1.9
Old  :     100.0:      13.2        2.3       21.6       59.4       74.3       94.1       98.1:       5.9        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         8          4          7         20         22         33         30:
Old  :        38:         8          4          7         20         22         33         30:
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  :                 55.9       50.8       68.7       71.5       15.8       18.6       23.4       26.1
Old  :                 55.9       50.8       68.7       71.5       15.8       18.6       23.4       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, July 24, 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  :   260,346:    83,897      7,295     45,244     84,147    180,206    213,288    232,745:    47,058     27,601
Old  :    73,492:    29,560      4,257      3,994     26,968     54,615     60,522     62,866:    12,970     10,626
Other:   186,854:    69,702     18,403     25,885     57,179    125,591    152,766    169,879:    34,088     16,975
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :   -13,297:    -7,074     -1,491      1,408     -3,152     -9,518     -8,818     -9,601:    -4,479     -3,696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2        2.8       17.4       32.3       69.2       81.9       89.4:      18.1       10.6
Old  :     100.0:      40.2        5.8        5.4       36.7       74.3       82.4       85.5:      17.6       14.5
Other:     100.0:      37.3        9.8       13.9       30.6       67.2       81.8       90.9:      18.2        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:        99         23         73         69         69        205        150:
Old  :       150:        47         21         21         49         54        107         89:
Other:       214:        81         41         52         59         58        176        126:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.5       31.3       18.8       43.6        7.7       25.8       13.6       35.0
Old  :                 27.2       31.3       37.8       46.4       22.5       26.8       31.4       38.2
Other:                 10.8       34.6       18.7       45.6       10.6       32.5       17.9       41.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 24, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    13,086:     3,754      4,832        326      6,643      6,544     10,723     11,702:     2,363      1,384
Old  :    13,086:     3,754      4,832        326      6,643      6,544     10,723     11,702:     2,363      1,384
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :       203:        -9         -1         13        145         91        149        103:        54        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       36.9        2.5       50.8       50.0       81.9       89.4:      18.1       10.6
Old  :     100.0:      28.7       36.9        2.5       50.8       50.0       81.9       89.4:      18.1       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        22         23          8         21         12         49         39:
Old  :        75:        22         23          8         21         12         49         39:
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  :                 36.1       42.0       51.3       56.7       36.1       40.9       51.3       55.0
Old  :                 36.1       42.0       51.3       56.7       36.1       40.9       51.3       55.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, July 24, 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  : 1,017,880:   355,224    162,189     22,014    508,705    759,311    885,943    943,514:   131,937     74,366
Old  : 1,017,880:   355,224    162,189     22,014    508,705    759,311    885,943    943,514:   131,937     74,366
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :    26,378:    10,426    -13,739      1,856     12,830     40,176     25,112     28,293:     1,266     -1,915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9       15.9        2.2       50.0       74.6       87.0       92.7:      13.0        7.3
Old  :     100.0:      34.9       15.9        2.2       50.0       74.6       87.0       92.7:      13.0        7.3
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  :       239:        58         38         16         98        101        163        148:
Old  :       239:        58         38         16         98        101        163        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  :                 17.5       38.4       28.1       45.9       15.6       37.9       24.0       44.7
Old  :                 17.5       38.4       28.1       45.9       15.6       37.9       24.0       44.7
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 24, 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  : 1,810,150:   255,738    333,152     30,030  1,216,038  1,154,896  1,501,806  1,518,078:   308,344    292,072
Old  : 1,810,150:   255,738    333,152     30,030  1,216,038  1,154,896  1,501,806  1,518,078:   308,344    292,072
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :     6,507:   -14,366     -2,846     -1,247     12,184        408     -3,429     -3,685:     9,936     10,192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       18.4        1.7       67.2       63.8       83.0       83.9:      17.0       16.1
Old  :     100.0:      14.1       18.4        1.7       67.2       63.8       83.0       83.9:      17.0       16.1
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  :       266:        34         71         33        103        132        161        212:
Old  :       266:        34         71         33        103        132        161        212:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       16.3       40.3       24.1       30.2       14.0       38.4       21.1
Old  :                 30.8       16.3       40.3       24.1       30.2       14.0       38.4       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, July 24, 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  : 1,135,700:   246,330    117,866     13,796    628,083    772,243    888,209    903,905:   247,491    231,795
Old  : 1,135,700:   246,330    117,866     13,796    628,083    772,243    888,209    903,905:   247,491    231,795
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :     2,062:   -24,350     -5,052      4,764     -1,295      2,913    -20,881      2,625:    22,943       -563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       10.4        1.2       55.3       68.0       78.2       79.6:      21.8       20.4
Old  :     100.0:      21.7       10.4        1.2       55.3       68.0       78.2       79.6:      21.8       20.4
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  :       191:        39         28         11         78        100        121        135:
Old  :       191:        39         28         11         78        100        121        135:
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       23.1       30.9       31.9       16.3       21.9       28.4       30.6
Old  :                 17.5       23.1       30.9       31.9       16.3       21.9       28.4       30.6
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 24, 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  :   493,089:    17,619     53,200     73,555    374,951    329,780    466,125    456,535:    26,964     36,554
Old  :   493,089:    17,619     53,200     73,555    374,951    329,780    466,125    456,535:    26,964     36,554
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :     6,628:    -3,930     -4,554        319      7,913     15,746      4,302     11,511:     2,326     -4,883
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       10.8       14.9       76.0       66.9       94.5       92.6:       5.5        7.4
Old  :     100.0:       3.6       10.8       14.9       76.0       66.9       94.5       92.6:       5.5        7.4
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  :        91:        16         19         28         49         49         79         84:
Old  :        91:        16         19         28         49         49         79         84:
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  :                 43.6       27.4       52.5       45.8       33.4       22.0       38.4       32.9
Old  :                 43.6       27.4       52.5       45.8       33.4       22.0       38.4       32.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, July 24, 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  :    39,580:    10,655      7,239         38     21,709     28,249     32,401     35,525:     7,179      4,055
Old  :    39,580:    10,655      7,239         38     21,709     28,249     32,401     35,525:     7,179      4,055
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :    -2,026:      -919      1,941         37     -1,148     -4,483     -2,030     -2,506:         4        480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       18.3        0.1       54.8       71.4       81.9       89.8:      18.1       10.2
Old  :     100.0:      26.9       18.3        0.1       54.8       71.4       81.9       89.8:      18.1       10.2
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  :        82:        21         16          4         29         22         51         41:
Old  :        82:        21         16          4         29         22         51         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       50.1       44.2       65.5       29.8       50.1       43.9       65.5
Old  :                 29.8       50.1       44.2       65.5       29.8       50.1       43.9       65.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, July 24, 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  :    79,159:    21,309     14,477         75     43,417     56,497     64,801     71,049:    14,358      8,110
Old  :    79,159:    21,309     14,477         75     43,417     56,497     64,801     71,049:    14,358      8,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :    -4,052:    -1,837      3,882         73     -2,296     -8,966     -4,060     -5,011:         8        959
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       18.3        0.1       54.8       71.4       81.9       89.8:      18.1       10.2
Old  :     100.0:      26.9       18.3        0.1       54.8       71.4       81.9       89.8:      18.1       10.2
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  :        82:        21         16          4         29         22         51         41:
Old  :        82:        21         16          4         29         22         51         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       50.1       44.2       65.5       29.8       50.1       43.9       65.5
Old  :                 29.8       50.1       44.2       65.5       29.8       50.1       43.9       65.5
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 24, 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  :     8,339:     5,881      6,239        900      1,448      1,192      8,229      8,331:       110          8
Old  :     8,339:     5,881      6,239        900      1,448      1,192      8,229      8,331:       110          8
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :        -4:        39        -38          0        -53         33        -14         -5:        10          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.5       74.8       10.8       17.4       14.3       98.7       99.9:       1.3        0.1
Old  :     100.0:      70.5       74.8       10.8       17.4       14.3       98.7       99.9:       1.3        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  :                 80.4       73.2       96.2       92.2       79.1       68.6       87.1       84.4
Old  :                 80.4       73.2       96.2       92.2       79.1       68.6       87.1       84.4
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 24, 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  :    10,370:     1,576      2,796         26      8,443      6,017     10,045      8,839:       325      1,531
Old  :    10,370:     1,576      2,796         26      8,443      6,017     10,045      8,839:       325      1,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :       365:       -13       -979          1        360       -145        348     -1,123:        17      1,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       27.0        0.3       81.4       58.0       96.9       85.2:       3.1       14.8
Old  :     100.0:      15.2       27.0        0.3       81.4       58.0       96.9       85.2:       3.1       14.8
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  :        30:         8          8          1          6          9         14         18:
Old  :        30:         8          8          1          6          9         14         18:
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  :                 79.7       69.4       92.3       77.8       79.7       69.3       92.1       77.8
Old  :                 79.7       69.4       92.3       77.8       79.7       69.3       92.1       77.8
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 24, 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  :    14,214:     1,923      3,515          0     11,973     10,674     13,896     14,189:       318         25
Old  :    14,214:     1,923      3,515          0     11,973     10,674     13,896     14,189:       318         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :     2,116:       130         67          0      2,026      2,049      2,156      2,116:       -40          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       24.7        0.0       84.2       75.1       97.8       99.8:       2.2        0.2
Old  :     100.0:      13.5       24.7        0.0       84.2       75.1       97.8       99.8:       2.2        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  :        34:         6         11          0          4         14         10         25:
Old  :        34:         6         11          0          4         14         10         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 89.6       65.2       97.0       81.4       89.6       65.2       97.0       81.4
Old  :                 89.6       65.2       97.0       81.4       89.6       65.2       97.0       81.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 27, 2012