```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      467,567
COMMITMENTS
 154,522   99,605   71,629  204,284  247,287  430,435  418,521   37,132   49,046

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        705)
    -586    1,615     -747    3,541    4,554    2,208    5,422   -1,503   -4,717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     21.3     15.3     43.7     52.9     92.1     89.5      7.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      376)
     141      100      124       81      116      294      279
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,190,062
COMMITMENTS
 380,846   99,468  114,120  559,556  768,106  1054522  981,694  135,540  208,368

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -9,242)
  18,988    2,585  -20,476  -11,796    5,647  -13,284  -12,244    4,042    3,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0      8.4      9.6     47.0     64.5     88.6     82.5     11.4     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      757)
     208      129      169      218      357      508      588
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,480
COMMITMENTS
   3,092      519      119    4,932    8,944    8,143    9,582    2,337      898

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        134)
    -144       91       23      194        0       73      114       61       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5      5.0      1.1     47.1     85.3     77.7     91.4     22.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      16        7        4       13       12       32       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      760,359
COMMITMENTS
 308,379   65,253   93,590  287,913  531,439  689,882  690,282   70,477   70,077

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:    -51,237)
 -11,139    1,694  -19,827  -19,673  -28,512  -50,639  -46,645     -598   -4,592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6      8.6     12.3     37.9     69.9     90.7     90.8      9.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      601)
     239      119      176      167      208      488      436
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      326,318
COMMITMENTS
  66,548   54,787   47,155  185,242  198,223  298,945  300,165   27,373   26,153

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      7,543)
    -725  -13,592    6,695    1,985   13,888    7,955    6,991     -412      552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     16.8     14.5     56.8     60.7     91.6     92.0      8.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      78       65       92       70       66      205      193
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      616,688
COMMITMENTS
  80,177   50,470    5,243  374,166  431,236  459,586  486,949  157,102  129,739

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:    -28,018)
      46      826   -1,349  -21,621  -25,172  -22,924  -25,695   -5,094   -2,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      8.2      0.9     60.7     69.9     74.5     79.0     25.5     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      30       24       12       67       77      103      107
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      355,526
COMMITMENTS
  47,894   21,442      603  245,270  279,694  293,767  301,739   61,759   53,787

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      6,427)
   2,890   -2,191      209   13,872    6,198   16,971    4,216  -10,544    2,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      6.0      0.2     69.0     78.7     82.6     84.9     17.4     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       8        4        3       37       41       47       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       12,113
COMMITMENTS
   2,060      162    2,641    6,685    9,056   11,386   11,859      727      254

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:         45)
     468     -113       39     -481       91       26       17       19       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      1.3     21.8     55.2     74.8     94.0     97.9      6.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11        4        9       21       21       37       31
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      246,496
COMMITMENTS
  79,304    8,205   41,352   79,796  169,499  200,452  219,056   46,044   27,440

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:    -13,850)
  -4,593      910   -3,892   -4,351  -10,707  -12,836  -13,689   -1,014     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2      3.3     16.8     32.4     68.8     81.3     88.9     18.7     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      91       24       69       70       63      199      141
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,583
COMMITMENTS
   3,768    4,554      447    6,748    7,294   10,963   12,295    2,620    1,288

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        497)
      14     -278      121      105      750      240      593      257      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     33.5      3.3     49.7     53.7     80.7     90.5     19.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      21       23        9       21       12       48       40
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,062,819
COMMITMENTS
 388,533  153,725   20,497  517,197  806,163  926,227  980,385  136,592   82,434

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     44,939)
  33,309   -8,464   -1,517    8,492   46,852   40,284   36,871    4,655    8,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     14.5      1.9     48.7     75.9     87.1     92.2     12.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      62       35       16       96      102      166      145
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,757,686
COMMITMENTS
 282,285  280,230   34,966  1149404  1119907  1466655  1435103  291,031  322,583

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:    -52,464)
  26,547  -52,922    4,936  -66,634  -34,989  -35,151  -82,975  -17,313   30,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     15.9      2.0     65.4     63.7     83.4     81.6     16.6     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      32       62       31      104      132      156      205
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,174,916
COMMITMENTS
 274,167  119,626   13,486  642,805  795,594  930,458  928,706  244,458  246,210

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     39,216)
  27,837    1,760     -310   14,722   23,351   42,249   24,801   -3,033   14,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     10.2      1.1     54.7     67.7     79.2     79.0     20.8     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      41       30       20       79       98      130      138
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      503,514
COMMITMENTS
  22,032   59,870   67,854  386,661  338,195  476,547  465,919   26,967   37,595

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     10,425)
   4,413    6,670   -5,701   11,710    8,415   10,422    9,384        3    1,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     11.9     13.5     76.8     67.2     94.6     92.5      5.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      18       18       27       49       49       79       84
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       49,096
COMMITMENTS
  18,289    5,857       98   22,456   37,493   40,843   43,447    8,253    5,649

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      9,516)
   7,635   -1,382       60      748    9,245    8,442    7,923    1,074    1,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     11.9      0.2     45.7     76.4     83.2     88.5     16.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      29       11        4       27       26       58       39
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       98,191
COMMITMENTS
  36,578   11,713      195   44,912   74,986   81,685   86,894   16,506   11,297

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     19,032)
  15,269   -2,764      120    1,495   18,489   16,884   15,845    2,148    3,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     11.9      0.2     45.7     76.4     83.2     88.5     16.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      29       11        4       27       26       58       39
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,525
COMMITMENTS
   6,069    6,327      900    1,448    1,293    8,417    8,520      108        5

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        186)
     188       88        0        0      101      188      189       -2       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.2     74.2     10.6     17.0     15.2     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        8        2        1        3       11       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,951
COMMITMENTS
   1,284    3,741       70    8,276    6,102    9,630    9,913      321       38

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:       -419)
    -292      945       44     -167       85     -415    1,074       -4   -1,493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     37.6      0.7     83.2     61.3     96.8     99.6      3.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        7        1        6       10       14       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,378
COMMITMENTS
   2,198    3,207        0   11,868   11,127   14,066   14,334      312       44

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        164)
     275     -308        0     -105      453      170      145       -6       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     22.3      0.0     82.5     77.4     97.8     99.7      2.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        7        0        4       15       12       22
```

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Updated August 3, 2012