```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      443,119
COMMITMENTS
 149,899   96,329   60,049  197,013  235,883  406,961  392,261   36,158   50,858

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:    -22,376)
  -9,736   -3,805   -4,009   -5,994  -14,468  -19,739  -22,282   -2,637      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     21.7     13.6     44.5     53.2     91.8     88.5      8.2     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
     133      105      115       86      118      287      283
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,210,057
COMMITMENTS
 424,556   87,086  121,379  523,180  791,177  1069115  999,642  140,942  210,415

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:    -46,911)
 -11,466   -5,274  -13,099  -21,123  -20,923  -45,688  -39,296   -1,223   -7,615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1      7.2     10.0     43.2     65.4     88.4     82.6     11.6     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      832)
     219      146      173      270      393      582      642
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,927
COMMITMENTS
   3,694      694       59    4,871    9,346    8,624   10,099    2,303      828

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:        -61)
     324       71      -31     -336     -116      -43      -76      -18       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8      6.4      0.5     44.6     85.5     78.9     92.4     21.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      21        8        5       12       10       36       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      742,076
COMMITMENTS
 294,396   70,016   97,797  272,507  500,424  664,700  668,237   77,376   73,839

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:    -13,113)
 -25,770   -1,046    9,490     -927  -21,451  -17,207  -13,007    4,094     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7      9.4     13.2     36.7     67.4     89.6     90.0     10.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      635)
     244      141      177      156      215      492      456
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      336,193
COMMITMENTS
  83,814   52,270   49,856  163,700  207,495  297,370  309,621   38,823   26,572

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      5,476)
   9,986   -3,036      -34   -7,479    9,084    2,473    6,014    3,003     -538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     15.5     14.8     48.7     61.7     88.5     92.1     11.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      92       56       88       71       67      216      185
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      641,164
COMMITMENTS
  57,147   61,276   14,188  406,519  417,458  477,854  492,922  163,310  148,242

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     51,844)
  -6,043   18,743    7,023   40,178   14,933   41,158   40,699   10,686   11,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      9.6      2.2     63.4     65.1     74.5     76.9     25.5     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      20       26       14       61       67       89       99
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      385,001
COMMITMENTS
  43,325   25,020   10,574  254,329  282,078  308,228  317,672   76,773   67,329

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     23,118)
   1,256    3,661   10,102    2,536   -2,531   13,894   11,232    9,224   11,886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      6.5      2.7     66.1     73.3     80.1     82.5     19.9     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8        6        5       31       39       41       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,981
COMMITMENTS
   2,047      202    2,856    6,462    8,654   11,365   11,712      616      269

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:         67)
     -89       50     -129      268       96       50       17       17       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      1.7     23.8     53.9     72.2     94.9     97.8      5.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      11        4        8       20       21       35       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      257,606
COMMITMENTS
  85,762   10,757   44,730   78,673  176,496  209,165  231,983   48,441   25,623

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:    -10,380)
  -6,070    1,667   -2,288     -115  -10,912   -8,473  -11,533   -1,907    1,153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3      4.2     17.4     30.5     68.5     81.2     90.1     18.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      88       32       83       76       71      215      166
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,564
COMMITMENTS
   3,370    4,418    1,253    7,082    7,692   11,705   13,363    2,859    1,201

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:        509)
    -195       65      334       26       69      165      468      344       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     30.3      8.6     48.6     52.8     80.4     91.8     19.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      21       24       12       24       11       56       41
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      974,362
COMMITMENTS
 267,557  142,796   31,625  540,311  706,128  839,493  880,549  134,869   93,813

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:    -30,046)
 -47,857   -3,868    2,080    1,363  -39,052  -44,414  -40,840   14,368   10,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     14.7      3.2     55.5     72.5     86.2     90.4     13.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      46       32       21      103       99      155      146
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,604,899
COMMITMENTS
 222,643  171,951   51,338  1008919  1063704  1282900  1286993  321,999  317,906

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:    -26,972)
 -47,320     -472   11,362  -33,941  -45,716  -69,899  -34,826   42,927    7,854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     10.7      3.2     62.9     66.3     79.9     80.2     20.1     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      40       45       35      104      123      160      187
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,296,213
COMMITMENTS
 230,218  104,640   28,352  786,270  914,269  1044840  1047261  251,373  248,952

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     33,544)
  22,773   -2,953   10,365  -25,178   24,367    7,960   31,779   25,584    1,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      8.1      2.2     60.7     70.5     80.6     80.8     19.4     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      35       29       23       82       93      129      133
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      483,138
COMMITMENTS
  32,261   62,380   62,557  358,822  322,011  453,640  446,948   29,498   36,190

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     25,489)
   8,054    4,660    1,094   10,904   17,732   20,052   23,486    5,437    2,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     12.9     12.9     74.3     66.6     93.9     92.5      6.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      20       14       25       43       44       71       77
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       58,876
COMMITMENTS
  22,042    5,087      616   27,061   48,104   49,719   53,807    9,158    5,070

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      2,239)
   1,231   -1,912      490      647    5,139    2,367    3,716     -128   -1,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4      8.6      1.0     46.0     81.7     84.4     91.4     15.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      37        9        3       34       24       73       34
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      117,752
COMMITMENTS
  44,084   10,174    1,232   54,121   96,207   99,437  107,613   18,315   10,139

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      4,478)
   2,461   -3,824      979    1,294   10,277    4,734    7,432     -256   -2,954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4      8.6      1.0     46.0     81.7     84.4     91.4     15.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      37        9        3       34       24       73       34
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,432
COMMITMENTS
   6,040    6,429      954    1,293    1,044    8,287    8,427      145        5

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:        -69)
     106      -22      -28     -155      -18      -77      -68        8       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.6     76.2     11.3     15.3     12.4     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8       10        3        1        2       11       13
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,619
COMMITMENTS
   1,241    3,794        7    9,115    6,752   10,363   10,553      256       66

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:        145)
     143       12        0        5      109      148      121       -3       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     35.7      0.1     85.8     63.6     97.6     99.4      2.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        7        1        6        9       14       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,524
COMMITMENTS
   1,888    2,977      101   12,292   11,305   14,281   14,383      243      141

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:       -214)
    -339     -226      101       65     -198     -173     -323      -41      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     20.5      0.7     84.6     77.8     98.3     99.0      1.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        5        1        5       13       12       18
```

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Updated August 31, 2012