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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, August 7, 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  :   463,143:   156,712     99,594     65,114    203,205    248,359    425,031    413,067:    38,112     50,076
Old  :   388,478:   137,106     91,020     38,039    180,213    220,530    355,358    349,589:    33,120     38,889
Other:    74,665:    26,847     15,815     19,834     22,992     27,829     69,673     63,478:     4,992     11,187
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :    -4,424:     2,190        -11     -6,515     -1,079      1,072     -5,404     -5,454:       980      1,030
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       21.5       14.1       43.9       53.6       91.8       89.2:       8.2       10.8
Old  :     100.0:      35.3       23.4        9.8       46.4       56.8       91.5       90.0:       8.5       10.0
Other:     100.0:      36.0       21.2       26.6       30.8       37.3       93.3       85.0:       6.7       15.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       380:       143        103        121         77        116        292        277:
Old  :       374:       141        101        109         72        113        276        267:
Other:       185:        39         48         22         34         87         87        148:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.3       19.2       30.4       29.1       17.0       16.0       28.5       23.1
Old  :                 20.7       20.4       33.8       29.9       20.0       18.9       32.0       27.3
Other:                 46.1       29.3       62.5       40.2       30.1        9.7       38.6       15.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 7, 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  : 1,187,048:   389,066     97,753    114,381    550,272    763,720  1,053,719    975,854:   133,329    211,194
Old  :   262,335:   111,493     40,246      9,422    118,786    186,662    239,701    236,330:    22,634     26,005
Other:   924,713:   302,480     82,414     80,052    431,486    577,058    814,018    739,524:   110,695    185,189
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :    -3,014:     8,220     -1,715        261     -9,284     -4,386       -803     -5,840:    -2,211      2,826
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8        8.2        9.6       46.4       64.3       88.8       82.2:      11.2       17.8
Old  :     100.0:      42.5       15.3        3.6       45.3       71.2       91.4       90.1:       8.6        9.9
Other:     100.0:      32.7        8.9        8.7       46.7       62.4       88.0       80.0:      12.0       20.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       768:       203        135        169        235        365        524        595:
Old  :       527:       108         82         21        128        242        246        337:
Other:       751:       190        139        124        187        355        444        559:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       11.5       24.6       19.2       12.3        8.8       20.8       13.8
Old  :                 23.5       27.2       35.5       36.5       23.5       27.0       35.4       36.3
Other:                 16.5       11.0       25.4       17.5       11.8        9.5       20.5       14.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 7, 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  :    10,154:     3,001        475        131      4,830      8,819      7,962      9,425:     2,192        729
Old  :    10,147:     3,001        471        131      4,823      8,819      7,955      9,421:     2,192        726
Other:         7:         0          4          0          7          0          7          4:         0          3
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :      -326:       -91        -44         12       -102       -125       -181       -157:      -145       -169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        4.7        1.3       47.6       86.9       78.4       92.8:      21.6        7.2
Old  :     100.0:      29.6        4.6        1.3       47.5       86.9       78.4       92.8:      21.6        7.2
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:        17          6          5         12         11         32         20:
Old  :        40:        17          6          5         11         11         31         20:
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  :                 32.4       69.6       52.5       85.8       30.4       64.6       44.8       75.3
Old  :                 32.5       69.7       52.5       85.8       30.4       64.8       44.8       75.4
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, August 7, 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  :   752,907:   303,279     71,002     94,705    287,530    518,557    685,514    684,264:    67,393     68,643
Old  :   726,317:   296,426     70,143     89,328    275,823    501,276    661,577    660,747:    64,740     65,570
Other:    26,590:    12,069      6,075        161     11,707     17,281     23,937     23,517:     2,653      3,073
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :    -7,452:    -5,100      5,749      1,115       -383    -12,882     -4,368     -6,018:    -3,084     -1,434
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3        9.4       12.6       38.2       68.9       91.0       90.9:       9.0        9.1
Old  :     100.0:      40.8        9.7       12.3       38.0       69.0       91.1       91.0:       8.9        9.0
Other:     100.0:      45.4       22.8        0.6       44.0       65.0       90.0       88.4:      10.0       11.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       602:       226        130        177        162        213        478        446:
Old  :       601:       222        136        168        161        209        472        437:
Other:       225:        36         49          6         30        120         68        173:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.8       18.8       21.4       29.2        9.0       15.6       15.7       22.4
Old  :                 13.7       17.9       21.2       28.6       10.6       16.2       17.6       23.3
Other:                 43.4       51.9       55.9       60.5       43.4       51.9       55.8       60.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 7, 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  :   331,467:    69,132     66,365     42,013    191,842    191,738    302,987    300,116:    28,480     31,351
Old  :    64,771:    13,615     14,480        956     44,990     42,616     59,561     58,052:     5,210      6,719
Other:   266,696:    64,747     61,115     31,827    146,852    149,122    243,426    242,064:    23,270     24,632
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :     5,149:     2,584     11,578     -5,142      6,600     -6,485      4,042        -49:     1,107      5,198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       20.0       12.7       57.9       57.8       91.4       90.5:       8.6        9.5
Old  :     100.0:      21.0       22.4        1.5       69.5       65.8       92.0       89.6:       8.0       10.4
Other:     100.0:      24.3       22.9       11.9       55.1       55.9       91.3       90.8:       8.7        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:        76         70         76         74         65        192        185:
Old  :       156:        46         33          7         39         47         89         83:
Other:       240:        73         73         62         71         56        178        165:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       24.3       30.1       34.6       14.4       18.5       22.9       26.8
Old  :                 47.6       26.9       57.3       41.1       47.6       26.1       57.3       40.2
Other:                 17.8       25.4       29.0       36.7       14.1       17.5       24.3       27.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 7, 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  :   605,807:    84,257     57,326      7,992    352,590    407,761    444,839    473,079:   160,968    132,728
Old  :   605,807:    84,257     57,326      7,992    352,590    407,761    444,839    473,079:   160,968    132,728
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :   -10,881:     4,080      6,856      2,749    -21,576    -23,475    -14,747    -13,870:     3,866      2,989
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9        9.5        1.3       58.2       67.3       73.4       78.1:      26.6       21.9
Old  :     100.0:      13.9        9.5        1.3       58.2       67.3       73.4       78.1:      26.6       21.9
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  :       157:        33         25         12         67         74        106        105:
Old  :       157:        33         25         12         67         74        106        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       16.5       30.9       28.0       18.0       15.0       26.0       25.9
Old  :                 21.6       16.5       30.9       28.0       18.0       15.0       26.0       25.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, August 7, 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  :   352,260:    47,260     25,696        649    241,259    268,270    289,168    294,615:    63,092     57,645
Old  :   352,260:    47,260     25,696        649    241,259    268,270    289,168    294,615:    63,092     57,645
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :    -3,266:      -634      4,254         46     -4,011    -11,424     -4,599     -7,124:     1,333      3,858
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        7.3        0.2       68.5       76.2       82.1       83.6:      17.9       16.4
Old  :     100.0:      13.4        7.3        0.2       68.5       76.2       82.1       83.6:      17.9       16.4
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  :        66:         8          5          3         33         38         43         44:
Old  :        66:         8          5          3         33         38         43         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       40.1       50.8       50.2       32.8       39.7       44.7       49.3
Old  :                 34.3       40.1       50.8       50.2       32.8       39.7       44.7       49.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, August 7, 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  :    12,399:     2,378        189      2,834      6,540      9,193     11,752     12,216:       647        183
Old  :    12,399:     2,378        189      2,834      6,540      9,193     11,752     12,216:       647        183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :       286:       318         27        193       -145        137        366        357:       -80        -71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        1.5       22.9       52.7       74.1       94.8       98.5:       5.2        1.5
Old  :     100.0:      19.2        1.5       22.9       52.7       74.1       94.8       98.5:       5.2        1.5
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  :        43:        11          4          8         21         22         37         31:
Old  :        43:        11          4          8         21         22         37         31:
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  :                 59.5       51.5       70.3       72.6       17.7       18.9       22.9       25.9
Old  :                 59.5       51.5       70.3       72.6       17.7       18.9       22.9       25.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, August 7, 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  :   244,787:    80,753      8,137     41,995     77,348    168,212    200,096    218,344:    44,691     26,443
Old  :    44,800:    22,791      2,136         11     13,631     35,448     36,433     37,595:     8,367      7,205
Other:   199,987:    70,524     18,563     29,422     63,717    132,764    163,663    180,749:    36,324     19,238
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :    -1,709:     1,449        -68        643     -2,448     -1,287       -356       -712:    -1,353       -997
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        3.3       17.2       31.6       68.7       81.7       89.2:      18.3       10.8
Old  :     100.0:      50.9        4.8        0.0       30.4       79.1       81.3       83.9:      18.7       16.1
Other:     100.0:      35.3        9.3       14.7       31.9       66.4       81.8       90.4:      18.2        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       218:        86         21         70         68         65        192        142:
Old  :       131:        42         15          2         34         48         76         65:
Other:       208:        75         40         59         65         54        177        127:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.1       31.8       17.5       42.3        8.1       28.5       14.3       37.5
Old  :                 21.9       29.2       34.7       45.1       21.8       28.6       34.4       43.5
Other:                  9.6       32.7       17.8       43.6        9.5       29.5       17.0       38.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 7, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    14,046:     4,297      4,505        442      6,634      7,903     11,373     12,850:     2,673      1,196
Old  :    14,036:     4,297      4,504        442      6,631      7,903     11,370     12,849:     2,666      1,187
Other:        10:         0          1          0          3          0          3          1:         7          9
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :       463:       529        -49         -5       -114        609        410        555:        53        -92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       32.1        3.1       47.2       56.3       81.0       91.5:      19.0        8.5
Old  :     100.0:      30.6       32.1        3.1       47.2       56.3       81.0       91.5:      19.0        8.5
Other:     100.0:       0.0       10.0        0.0       30.0        0.0       30.0       10.0:      70.0       90.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        21         23          9         22         12         50         39:
Old  :        73:        21         23          9         21         12         49         39:
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  :                 32.9       45.7       47.4       59.7       32.9       44.6       47.4       57.6
Old  :                 32.9       45.7       47.4       59.7       32.9       44.6       47.4       57.7
Other:                 30.0       10.0       30.0       10.0       30.0       10.0       30.0       10.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, August 7, 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  : 1,037,702:   365,317    154,919     20,517    517,786    786,631    903,620    962,067:   134,082     75,635
Old  : 1,037,702:   365,317    154,919     20,517    517,786    786,631    903,620    962,067:   134,082     75,635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :   -25,117:   -23,216      1,194         20        589    -19,532    -22,607    -18,318:    -2,510     -6,799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       14.9        2.0       49.9       75.8       87.1       92.7:      12.9        7.3
Old  :     100.0:      35.2       14.9        2.0       49.9       75.8       87.1       92.7:      12.9        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  :       225:        53         34         14         95        103        155        144:
Old  :       225:        53         34         14         95        103        155        144:
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  :                 17.4       35.6       27.8       43.6       16.5       33.7       25.0       40.8
Old  :                 17.4       35.6       27.8       43.6       16.5       33.7       25.0       40.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, August 7, 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  : 1,655,120:   229,847    244,442     37,259  1,116,056  1,075,623  1,383,162  1,357,324:   271,958    297,796
Old  : 1,655,120:   229,847    244,442     37,259  1,116,056  1,075,623  1,383,162  1,357,324:   271,958    297,796
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :  -102,566:   -52,438    -35,788      2,293    -33,348    -44,284    -83,493    -77,779:   -19,073    -24,787
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       14.8        2.3       67.4       65.0       83.6       82.0:      16.4       18.0
Old  :     100.0:      13.9       14.8        2.3       67.4       65.0       83.6       82.0:      16.4       18.0
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  :       260:        26         68         34        109        137        161        213:
Old  :       260:        26         68         34        109        137        161        213:
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       17.3       42.2       24.6       31.4       14.7       39.5       21.9
Old  :                 32.5       17.3       42.2       24.6       31.4       14.7       39.5       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, August 7, 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  : 1,188,509:   235,683    109,313     16,527    706,254    826,624    958,464    952,464:   230,045    236,045
Old  : 1,188,509:   235,683    109,313     16,527    706,254    826,624    958,464    952,464:   230,045    236,045
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :    13,593:   -38,484    -10,313      3,041     63,449     31,030     28,006     23,758:   -14,413    -10,165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8        9.2        1.4       59.4       69.6       80.6       80.1:      19.4       19.9
Old  :     100.0:      19.8        9.2        1.4       59.4       69.6       80.6       80.1:      19.4       19.9
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  :       197:        43         30         20         81         97        131        140:
Old  :       197:        43         30         20         81         97        131        140:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       22.3       32.8       33.4       16.2       21.4       30.0       31.9
Old  :                 18.2       22.3       32.8       33.4       16.2       21.4       30.0       31.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, August 7, 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  :   435,302:    14,289     48,672     61,338    333,318    285,792    408,945    395,802:    26,357     39,500
Old  :   435,302:    14,289     48,672     61,338    333,318    285,792    408,945    395,802:    26,357     39,500
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :   -68,212:    -7,743    -11,198     -6,516    -53,343    -52,403    -67,602    -70,117:      -610      1,905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3       11.2       14.1       76.6       65.7       93.9       90.9:       6.1        9.1
Old  :     100.0:       3.3       11.2       14.1       76.6       65.7       93.9       90.9:       6.1        9.1
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  :        83:        16         15         24         43         43         70         73:
Old  :        83:        16         15         24         43         43         70         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       29.1       52.9       47.2       34.2       22.7       39.3       33.3
Old  :                 44.5       29.1       52.9       47.2       34.2       22.7       39.3       33.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, August 7, 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  :    52,382:    19,835      5,857        104     24,328     40,359     44,266     46,319:     8,117      6,063
Old  :    52,382:    19,835      5,857        104     24,328     40,359     44,266     46,319:     8,117      6,063
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :     3,287:     1,546          0          6      1,872      2,866      3,423      2,872:      -137        415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9       11.2        0.2       46.4       77.0       84.5       88.4:      15.5       11.6
Old  :     100.0:      37.9       11.2        0.2       46.4       77.0       84.5       88.4:      15.5       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        29         13          3         30         27         61         41:
Old  :        93:        29         13          3         30         27         61         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  :                 29.3       46.6       43.6       62.6       29.3       46.6       43.6       62.6
Old  :                 29.3       46.6       43.6       62.6       29.3       46.6       43.6       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, August 7, 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  :   104,764:    39,669     11,713        207     48,655     80,718     88,531     92,638:    16,233     12,126
Old  :   104,764:    39,669     11,713        207     48,655     80,718     88,531     92,638:    16,233     12,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :     6,573:     3,091          0         12      3,743      5,732      6,846      5,744:      -273        829
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9       11.2        0.2       46.4       77.0       84.5       88.4:      15.5       11.6
Old  :     100.0:      37.9       11.2        0.2       46.4       77.0       84.5       88.4:      15.5       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        29         13          3         30         27         61         41:
Old  :        93:        29         13          3         30         27         61         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  :                 29.3       46.6       43.6       62.6       29.3       46.6       43.6       62.6
Old  :                 29.3       46.6       43.6       62.6       29.3       46.6       43.6       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, August 7, 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  :     8,360:     5,898      6,325        900      1,448      1,130      8,246      8,355:       114          5
Old  :     8,360:     5,898      6,325        900      1,448      1,130      8,246      8,355:       114          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :      -165:      -171         -2          0          0       -163       -171       -165:         6          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.6       75.7       10.8       17.3       13.5       98.6       99.9:       1.4        0.1
Old  :     100.0:      70.6       75.7       10.8       17.3       13.5       98.6       99.9:       1.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         8          9          2          1          2         10         12:
Old  :        20:         8          9          2          1          2         10         12:
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       77.4       96.4       95.1       78.4       70.4       87.4       86.3
Old  :                 79.7       77.4       96.4       95.1       78.4       70.4       87.4       86.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, August 7, 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  :    11,009:     1,322      4,937         40      9,317      5,994     10,679     10,971:       330         38
Old  :    11,009:     1,322      4,937         40      9,317      5,994     10,679     10,971:       330         38
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :     1,058:        38      1,196        -30      1,041       -108      1,049      1,058:         9          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       44.8        0.4       84.6       54.4       97.0       99.7:       3.0        0.3
Old  :     100.0:      12.0       44.8        0.4       84.6       54.4       97.0       99.7:       3.0        0.3
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  :        29:         7          7          1          6         10         14         17:
Old  :        29:         7          7          1          6         10         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  :                 83.1       81.9       93.8       91.3       83.1       81.6       93.8       90.9
Old  :                 83.1       81.9       93.8       91.3       83.1       81.6       93.8       90.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, August 7, 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  :    15,038:     2,256      2,342          0     12,474     12,664     14,730     15,006:       308         32
Old  :    15,038:     2,256      2,342          0     12,474     12,664     14,730     15,006:       308         32
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :       660:        58       -865          0        606      1,537        664        672:        -4        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       15.6        0.0       82.9       84.2       98.0       99.8:       2.0        0.2
Old  :     100.0:      15.0       15.6        0.0       82.9       84.2       98.0       99.8:       2.0        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  :        34:         8          8          0          4         15         12         23:
Old  :        34:         8          8          0          4         15         12         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 88.1       70.3       96.0       86.0       88.1       70.3       96.0       86.0
Old  :                 88.1       70.3       96.0       86.0       88.1       70.3       96.0       86.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 10, 2012