```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      450,799
COMMITMENTS
 155,000   99,465   60,231  197,897  238,740  413,128  398,436   37,671   52,363

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:    -12,344)
  -1,712     -129   -4,883   -5,308   -9,619  -11,903  -14,631     -441    2,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4     22.1     13.4     43.9     53.0     91.6     88.4      8.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     134      110      118       86      117      290      285
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,212,846
COMMITMENTS
 406,578   90,481  126,747  540,811  780,437  1074136  997,665  138,710  215,181

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     25,798)
  17,512   -7,272   12,366   -9,461   16,717   20,417   21,811    5,381    3,987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5      7.5     10.5     44.6     64.3     88.6     82.3     11.4     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      794)
     215      137      182      249      378      553      624
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,457
COMMITMENTS
   3,146      548       69    4,993    9,063    8,208    9,680    2,249      777

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:        303)
     145       73      -62      163      244      246      255       57       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1      5.2      0.7     47.7     86.7     78.5     92.6     21.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      18        7        4       13       12       33       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      741,673
COMMITMENTS
 300,245   69,947   89,639  283,358  508,877  673,242  668,463   68,431   73,210

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:    -11,234)
  -3,034   -1,055   -5,066   -4,172   -9,680  -12,272  -15,801    1,038    4,567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5      9.4     12.1     38.2     68.6     90.8     90.1      9.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      590)
     224      121      163      153      211      455      434
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      331,417
COMMITMENTS
  68,400   55,748   50,782  181,618  195,548  300,800  302,078   30,617   29,339

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:        -50)
    -732  -10,617    8,769  -10,224    3,810   -2,187    1,962    2,137   -2,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     16.8     15.3     54.8     59.0     90.8     91.1      9.2      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      79       67       93       76       65      213      192
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      596,175
COMMITMENTS
  81,020   60,212    9,128  349,428  396,966  439,576  466,306  156,599  129,869

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     -9,632)
  -3,237    2,886    1,136   -3,162  -10,795   -5,263   -6,773   -4,369   -2,859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     10.1      1.5     58.6     66.6     73.7     78.2     26.3     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      29       32       16       69       79      108      117
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      359,604
COMMITMENTS
  45,337   25,635      483  248,427  281,376  294,247  307,494   65,357   52,110

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      7,344)
  -1,923      -61     -166    7,168   13,106    5,079   12,879    2,265   -5,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      7.1      0.1     69.1     78.2     81.8     85.5     18.2     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       7        5        3       34       42       43       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       12,226
COMMITMENTS
   2,371      336    2,859    6,425    8,812   11,655   12,007      571      219

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:       -173)
      -7      147       25     -115     -381      -97     -209      -76       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4      2.7     23.4     52.6     72.1     95.3     98.2      4.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      14        3        7       24       23       41       31
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      253,617
COMMITMENTS
  87,786    7,743   44,185   74,357  175,795  206,328  227,723   47,289   25,894

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      8,830)
   7,033     -394    2,190   -2,991    7,583    6,232    9,379    2,598     -549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6      3.1     17.4     29.3     69.3     81.4     89.8     18.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      85       25       72       65       66      193      147
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,865
COMMITMENTS
   3,944    4,496      506    6,934    7,770   11,384   12,772    2,481    1,093

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:       -181)
    -353       -9       64      300     -133       11      -78     -192     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     32.4      3.6     50.0     56.0     82.1     92.1     17.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      22       25       12       22       11       54       40
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,012,471
COMMITMENTS
 327,482  178,366   25,663  534,892  729,632  888,037  933,661  124,434   78,810

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:    -25,231)
 -37,835   23,447    5,146   17,106  -56,999  -15,583  -28,406   -9,648    3,175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     17.6      2.5     52.8     72.1     87.7     92.2     12.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      49       32       15       95      105      151      145
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,647,982
COMMITMENTS
 243,115  210,779   40,450  1082256  1105008  1365821  1356237  282,161  291,745

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     -7,138)
  13,268  -33,663    3,191  -33,800   29,385  -17,341   -1,087   10,203   -6,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     12.8      2.5     65.7     67.1     82.9     82.3     17.1     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      36       58       36      115      135      176      204
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,207,505
COMMITMENTS
 221,620  111,990   10,284  752,056  848,407  983,960  970,681  223,545  236,824

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     18,996)
 -14,063    2,677   -6,243   45,802   21,783   25,496   18,217   -6,500      779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      9.3      0.9     62.3     70.3     81.5     80.4     18.5     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      36       25       19       81       93      124      130
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      444,832
COMMITMENTS
  19,423   44,867   60,237  341,930  298,640  421,590  403,744   23,242   41,088

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      9,530)
   5,134   -3,805   -1,101    8,612   12,848   12,645    7,942   -3,115    1,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     10.1     13.5     76.9     67.1     94.8     90.8      5.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      20       15       24       45       45       75       75
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       52,112
COMMITMENTS
  18,140    6,048       30   25,260   40,485   43,429   46,563    8,683    5,550

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:       -270)
  -1,695      191      -74      932      126     -837      244      567     -514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     11.6      0.1     48.5     77.7     83.3     89.4     16.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      29       15        5       30       26       61       44
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      104,224
COMMITMENTS
  36,279   12,095       60   50,519   80,970   86,858   93,125   17,366   11,099

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:       -540)
  -3,390      382     -147    1,864      252   -1,673      487    1,133   -1,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     11.6      0.1     48.5     77.7     83.3     89.4     16.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      29       15        5       30       26       61       44
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,431
COMMITMENTS
   5,914    6,451      900    1,448    1,075    8,262    8,426      169        5

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:         71)
      16      126        0        0      -55       16       71       55        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.1     76.5     10.7     17.2     12.8     98.0     99.9      2.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7       10        2        1        2        9       13
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,845
COMMITMENTS
   1,338    4,548       50    9,139    6,206   10,527   10,804      318       41

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:       -164)
      16     -389       10     -178      212     -152     -167      -12        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     41.9      0.5     84.3     57.2     97.1     99.6      2.9      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 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,946
COMMITMENTS
   2,205    3,258        0   12,469   11,647   14,674   14,905      272       41

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:        -92)
     -51      916        0       -5   -1,017      -56     -101      -36        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     21.8      0.0     83.4     77.9     98.2     99.7      1.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        7        0        4       14       11       21
```

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Updated August 17, 2012